+1,070.5%
MRSH vs CSGP
+3,334.4%
-2,263.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | -3.6% | -4.1% | +0.5% | -2.9% |
| 30D | -3.0% | +2.3% | -5.3% | -3.5% |
| 3M | +15.8% | -8.2% | +24.0% | +17.2% |
| 6M | +1.6% | -35.1% | +36.6% | +8.7% |
| YTD | +1.7% | -54.0% | +55.7% | +14.5% |
| 1Y | -8.0% | -65.3% | +57.3% | +8.3% |
| 3Y | -0.3% | -62.6% | +62.3% | +14.2% |
| 5Y | +25.9% | -64.8% | +90.7% | +43.7% |
| 10Y | +222.0% | +45.1% | +176.9% | +190.0% |
| All | +1,070.5% | +3,334.4% | -2,263.9% | +564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling