-5.0%
MRSH vs CG
+42.2%
-47.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -4.8% | -9.9% | +5.1% | -4.1% |
| 30D | -6.3% | -11.7% | +5.3% | -5.6% |
| 3M | +5.8% | -4.3% | +10.1% | +6.0% |
| 6M | +2.8% | -8.8% | +11.6% | +3.2% |
| YTD | -3.1% | -26.9% | +23.7% | -1.6% |
| 1Y | -11.3% | -35.4% | +24.2% | -9.4% |
| 3Y | -5.0% | +43.0% | -48.0% | -5.2% |
| All | -5.0% | +42.2% | -47.1% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling