+264.1%
MRSH vs GD
+165.7%
+98.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.4% | +2.7% | -1.2% | +0.3% |
| 30D | +16.5% | +8.6% | +7.9% | +12.1% |
| 3M | +10.8% | -7.1% | +17.8% | +14.2% |
| 6M | +32.1% | +7.5% | +24.6% | +27.3% |
| YTD | +14.5% | +9.9% | +4.5% | +8.4% |
| 1Y | +15.5% | +7.6% | +7.9% | +10.4% |
| 3Y | +9.3% | +56.2% | -46.9% | -13.9% |
| 5Y | +35.1% | +100.6% | -65.6% | -7.1% |
| All | +264.1% | +165.7% | +98.4% | +119.0% |
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