+945.5%
MRSH vs DG
+551.9%
+393.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.5% |
| 7D | -5.9% | -6.3% | +0.4% | -4.9% |
| 30D | -7.3% | +2.4% | -9.7% | -7.7% |
| 3M | +6.7% | +12.4% | -5.8% | +4.4% |
| 6M | +3.0% | -14.9% | +17.9% | +5.4% |
| YTD | -2.9% | -6.1% | +3.1% | -2.5% |
| 1Y | -9.0% | +17.9% | -26.8% | -12.4% |
| 3Y | -4.3% | +3.1% | -7.5% | -9.0% |
| 5Y | +19.4% | -38.7% | +58.1% | +25.9% |
| 10Y | +218.1% | +99.6% | +118.4% | +163.6% |
| All | +945.5% | +551.9% | +393.6% | +582.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling