-8.0%
MRSH vs CSGP
-64.9%
+56.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | -3.6% | -4.1% | +0.5% | -2.8% |
| 30D | -3.0% | +2.3% | -5.3% | -3.6% |
| 3M | +15.8% | -8.2% | +24.0% | +16.1% |
| 6M | +1.6% | -35.1% | +36.6% | +3.8% |
| YTD | +1.7% | -54.0% | +55.7% | +5.1% |
| 1Y | -8.0% | -65.3% | +57.3% | -5.4% |
| All | -8.0% | -64.9% | +56.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling