+333.7%
MRSH vs CFG
+396.4%
-62.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -3.6% | +1.5% | -5.1% | -3.9% |
| 30D | -3.0% | -3.8% | +0.8% | -2.2% |
| 3M | +15.8% | +11.5% | +4.3% | +12.7% |
| 6M | +1.6% | +19.2% | -17.6% | -2.9% |
| YTD | +1.7% | +23.7% | -22.0% | -3.8% |
| 1Y | -8.0% | +38.8% | -46.9% | -15.5% |
| 3Y | -0.3% | +178.9% | -179.2% | -25.1% |
| 5Y | +25.9% | +101.8% | -75.9% | +0.3% |
| 10Y | +222.0% | +317.3% | -95.3% | +86.2% |
| All | +333.7% | +396.4% | -62.7% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling