-2.6%
MRSH vs GD
+72.8%
-75.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -3.8% | -3.5% | -0.3% | -2.9% |
| 30D | -5.8% | -9.0% | +3.2% | -3.4% |
| 3M | +11.7% | +5.1% | +6.6% | +10.1% |
| 6M | -0.3% | -1.0% | +0.7% | -0.2% |
| YTD | -1.1% | +7.3% | -8.5% | -3.6% |
| 1Y | -9.5% | +12.4% | -21.9% | -13.0% |
| 3Y | -2.6% | +73.7% | -76.3% | -12.9% |
| All | -2.6% | +72.8% | -75.4% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling