+388.0%
MRSH vs CFG
+361.3%
+26.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.4% | +3.2% | -1.7% | +0.7% |
| 30D | +16.5% | +5.1% | +11.3% | +15.1% |
| 3M | +10.8% | -11.2% | +22.0% | +13.8% |
| 6M | +32.1% | +9.6% | +22.5% | +28.9% |
| YTD | +14.5% | +15.0% | -0.5% | +10.0% |
| 1Y | +15.5% | +29.9% | -14.4% | +7.7% |
| 3Y | +9.3% | +192.1% | -182.7% | -18.8% |
| 5Y | +35.1% | +62.3% | -27.2% | +14.1% |
| 10Y | +263.2% | +219.2% | +44.0% | +127.4% |
| All | +388.0% | +361.3% | +26.7% | +173.7% |
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