+3,816.7%
MRSH vs GD
+19,982.5%
-16,165.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +2.1% | -5.0% | +7.1% | +3.7% |
| 30D | +17.9% | +8.9% | +9.0% | +14.7% |
| 3M | +6.6% | -8.0% | +14.6% | +9.4% |
| 6M | +26.4% | +2.9% | +23.5% | +25.0% |
| YTD | +12.8% | +7.1% | +5.7% | +9.6% |
| 1Y | +18.5% | +5.9% | +12.6% | +15.5% |
| 3Y | +10.9% | +53.9% | -43.0% | -5.1% |
| 5Y | +37.5% | +95.4% | -57.9% | +8.4% |
| 10Y | +279.7% | +193.5% | +86.2% | +159.4% |
| All | +3,816.7% | +19,982.5% | -16,165.8% | +1,279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling