+3,263.4%
MRSH vs GAP
+2,161.5%
+1,101.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.7% |
| 7D | -4.8% | -4.1% | -0.7% | -4.1% |
| 30D | -6.3% | +6.2% | -12.5% | -7.4% |
| 3M | +5.8% | -0.7% | +6.5% | +5.6% |
| 6M | +2.8% | -7.1% | +9.9% | +3.0% |
| YTD | -3.1% | -14.1% | +11.0% | -2.0% |
| 1Y | -11.3% | -8.5% | -2.8% | -11.6% |
| 3Y | -5.0% | +115.4% | -120.3% | -23.9% |
| 5Y | +19.2% | +9.8% | +9.4% | +2.3% |
| 10Y | +217.4% | +30.6% | +186.8% | +129.0% |
| All | +3,263.4% | +2,161.5% | +1,101.9% | +1,080.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling