+211.7%
MRSH vs CG
+314.7%
-103.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -4.8% | -9.9% | +5.1% | -2.6% |
| 30D | -6.3% | -11.7% | +5.3% | -3.9% |
| 3M | +5.8% | -4.3% | +10.1% | +6.3% |
| 6M | +2.8% | -8.8% | +11.6% | +4.0% |
| YTD | -3.1% | -26.9% | +23.7% | +2.4% |
| 1Y | -11.3% | -35.4% | +24.2% | -3.9% |
| 3Y | -5.0% | +43.0% | -48.0% | -19.1% |
| 5Y | +19.2% | +1.9% | +17.3% | +7.2% |
| All | +211.7% | +314.7% | -103.1% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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