+20.2%
MRSH vs CFG
+99.1%
-78.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -4.8% | -0.4% | -4.3% | -4.7% |
| 30D | -6.3% | -4.6% | -1.7% | -5.6% |
| 3M | +5.8% | +6.7% | -0.9% | +4.6% |
| 6M | +2.8% | +22.1% | -19.3% | -0.8% |
| YTD | -3.1% | +23.2% | -26.3% | -6.8% |
| 1Y | -11.3% | +40.3% | -51.5% | -16.5% |
| 3Y | -5.0% | +187.9% | -192.8% | -23.1% |
| All | +20.2% | +99.1% | -78.9% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling