+18.4%
MRSH vs CSGP
-53.2%
+71.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.7% | +2.4% |
| 7D | +9.4% | +18.3% | -8.9% | +5.5% |
| 30D | +23.4% | +17.8% | +5.7% | +18.7% |
| 3M | +9.9% | +9.3% | +0.6% | +7.1% |
| 6M | +26.0% | -7.9% | +33.9% | +24.7% |
| YTD | +15.2% | -51.5% | +66.8% | +16.5% |
| 1Y | +18.4% | -53.3% | +71.7% | +21.1% |
| All | +18.4% | -53.2% | +71.6% | +21.1% |
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