+211.7%
MRSH vs CFG
+316.8%
-105.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -4.8% | -0.4% | -4.3% | -4.7% |
| 30D | -6.3% | -4.6% | -1.7% | -5.4% |
| 3M | +5.8% | +6.7% | -0.9% | +4.1% |
| 6M | +2.8% | +22.1% | -19.3% | -2.1% |
| YTD | -3.1% | +23.2% | -26.3% | -8.1% |
| 1Y | -11.3% | +40.3% | -51.5% | -18.4% |
| 3Y | -5.0% | +187.9% | -192.8% | -28.5% |
| 5Y | +19.2% | +102.0% | -82.8% | -4.2% |
| All | +211.7% | +316.8% | -105.2% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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