+260.4%
MRSH vs CSGP
+61.2%
+199.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -1.8% | -6.1% | +4.3% | -0.3% |
| 30D | +16.2% | +0.3% | +15.9% | +15.5% |
| 3M | +9.5% | -1.3% | +10.9% | +9.0% |
| 6M | +27.3% | -8.9% | +36.3% | +28.8% |
| YTD | +13.3% | -55.2% | +68.5% | +34.5% |
| 1Y | +15.0% | -56.4% | +71.4% | +37.2% |
| 3Y | +8.1% | -62.2% | +70.3% | +30.0% |
| 5Y | +33.7% | -63.7% | +97.4% | +58.4% |
| All | +260.4% | +61.2% | +199.2% | +224.8% |
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