+20.2%
MRSH vs DG
-37.9%
+58.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -4.8% | -6.5% | +1.7% | -4.0% |
| 30D | -6.3% | +4.2% | -10.5% | -6.8% |
| 3M | +5.8% | +9.5% | -3.7% | +4.7% |
| 6M | +2.8% | -13.1% | +15.9% | +3.9% |
| YTD | -3.1% | -4.8% | +1.7% | -3.0% |
| 1Y | -11.3% | +20.6% | -31.9% | -13.6% |
| 3Y | -5.0% | +4.9% | -9.9% | -8.2% |
| All | +20.2% | -37.9% | +58.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling