+1,215.4%
MRSH vs CSGP
+3,263.3%
-2,047.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.4% | -7.1% | +5.7% | -0.1% |
| 30D | +17.5% | +3.6% | +13.9% | +16.5% |
| 3M | +9.1% | -2.7% | +11.9% | +9.1% |
| 6M | +29.9% | -8.0% | +38.0% | +30.9% |
| YTD | +14.3% | -55.0% | +69.3% | +28.7% |
| 1Y | +16.6% | -55.8% | +72.3% | +31.5% |
| 3Y | +9.1% | -62.0% | +71.1% | +24.3% |
| 5Y | +36.4% | -62.9% | +99.3% | +53.9% |
| 10Y | +262.7% | +62.6% | +200.1% | +220.4% |
| All | +1,215.4% | +3,263.3% | -2,047.9% | +646.0% |
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