+217.3%
MRSH vs CSGP
+37.7%
+179.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | -5.9% | -5.4% | -0.5% | -4.5% |
| 30D | -7.3% | -6.0% | -1.3% | -6.1% |
| 3M | +7.4% | -12.8% | +20.3% | +10.6% |
| 6M | -0.7% | -38.9% | +38.2% | +11.1% |
| YTD | -3.2% | -56.0% | +52.9% | +16.1% |
| 1Y | -10.6% | -66.4% | +55.8% | +14.5% |
| 3Y | -4.6% | -64.2% | +59.6% | +17.0% |
| 5Y | +19.3% | -67.0% | +86.3% | +45.7% |
| 10Y | +217.3% | +43.8% | +173.4% | +184.4% |
| All | +217.3% | +37.7% | +179.5% | +184.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling