+211.7%
MRSH vs AGI
+392.3%
-180.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -4.8% | -2.7% | -2.0% | -4.7% |
| 30D | -6.3% | +7.2% | -13.6% | -6.4% |
| 3M | +5.8% | +4.3% | +1.5% | +5.7% |
| 6M | +2.8% | -27.1% | +29.9% | +3.3% |
| YTD | -3.1% | -6.6% | +3.5% | -3.3% |
| 1Y | -11.3% | +9.5% | -20.8% | -12.0% |
| 3Y | -5.0% | +208.4% | -213.4% | -8.9% |
| 5Y | +19.2% | +401.6% | -382.5% | +12.5% |
| All | +211.7% | +392.3% | -180.7% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling