+3,857.3%
MRSH vs GD
+20,741.4%
-16,884.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | +1.6% | -1.9% | +3.5% | +2.2% |
| 30D | +17.7% | +10.9% | +6.8% | +13.8% |
| 3M | +9.1% | -6.8% | +15.9% | +11.5% |
| 6M | +28.2% | +7.0% | +21.2% | +25.1% |
| YTD | +14.0% | +11.1% | +2.9% | +9.4% |
| 1Y | +18.7% | +7.0% | +11.7% | +15.2% |
| 3Y | +8.7% | +59.9% | -51.2% | -8.1% |
| 5Y | +35.8% | +102.5% | -66.7% | +5.8% |
| 10Y | +261.6% | +174.0% | +87.6% | +151.7% |
| All | +3,857.3% | +20,741.4% | -16,884.1% | +1,277.4% |
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 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