+211.7%
MRSH vs GAP
+31.2%
+180.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | -4.8% | -4.1% | -0.7% | -4.3% |
| 30D | -6.3% | +6.2% | -12.5% | -7.0% |
| 3M | +5.8% | -0.7% | +6.5% | +5.7% |
| 6M | +2.8% | -7.1% | +9.9% | +2.9% |
| YTD | -3.1% | -14.1% | +11.0% | -2.3% |
| 1Y | -11.3% | -8.5% | -2.8% | -11.4% |
| 3Y | -5.0% | +115.4% | -120.3% | -19.1% |
| 5Y | +19.2% | +9.8% | +9.4% | +7.1% |
| All | +211.7% | +31.2% | +180.4% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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