-9.0%
MRSH vs GD
+12.4%
-21.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -5.9% | -3.2% | -2.8% | -5.3% |
| 30D | -7.3% | -9.6% | +2.3% | -5.5% |
| 3M | +6.7% | +4.3% | +2.3% | +5.7% |
| 6M | +3.0% | +0.5% | +2.5% | +2.8% |
| YTD | -2.9% | +6.6% | -9.5% | -4.8% |
| 1Y | -9.0% | +11.6% | -20.6% | -12.8% |
| All | -9.0% | +12.4% | -21.4% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling