+20.7%
MRSH vs CRBG
+117.3%
-96.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -4.8% | +0.6% | -5.3% | -4.8% |
| 30D | -6.3% | +2.6% | -9.0% | -6.8% |
| 3M | +5.8% | +24.0% | -18.2% | +1.7% |
| 6M | +2.8% | +50.5% | -47.7% | -4.9% |
| YTD | -3.1% | +17.1% | -20.3% | -6.5% |
| 1Y | -11.3% | +5.9% | -17.1% | -12.9% |
| 3Y | -5.0% | +122.7% | -127.7% | -22.2% |
| All | +20.7% | +117.3% | -96.6% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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