+261.6%
MRSH vs GD
+180.8%
+80.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.6% |
| 7D | +1.6% | -1.9% | +3.5% | +2.4% |
| 30D | +17.7% | +10.9% | +6.8% | +12.3% |
| 3M | +9.1% | -6.8% | +15.9% | +12.4% |
| 6M | +28.2% | +7.0% | +21.2% | +23.9% |
| YTD | +14.0% | +11.1% | +2.9% | +7.5% |
| 1Y | +18.7% | +7.0% | +11.7% | +13.8% |
| 3Y | +8.7% | +59.9% | -51.2% | -15.3% |
| 5Y | +35.8% | +102.5% | -66.7% | -7.0% |
| 10Y | +261.6% | +174.0% | +87.6% | +117.4% |
| All | +261.6% | +180.8% | +80.7% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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