+211.7%
MRSH vs DG
+101.8%
+109.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -4.8% | -6.5% | +1.7% | -3.7% |
| 30D | -6.3% | +4.2% | -10.5% | -7.0% |
| 3M | +5.8% | +9.5% | -3.7% | +4.1% |
| 6M | +2.8% | -13.1% | +15.9% | +4.7% |
| YTD | -3.1% | -4.8% | +1.7% | -2.9% |
| 1Y | -11.3% | +20.6% | -31.9% | -14.9% |
| 3Y | -5.0% | +4.9% | -9.9% | -9.9% |
| 5Y | +19.2% | -37.9% | +57.1% | +27.9% |
| All | +211.7% | +101.8% | +109.9% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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