+141.2%
MRSH vs GH
+467.1%
-326.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -4.8% | -2.5% | -2.3% | -4.6% |
| 30D | -6.3% | -4.7% | -1.6% | -6.1% |
| 3M | +5.8% | +20.2% | -14.4% | +4.2% |
| 6M | +2.8% | +78.8% | -76.0% | -1.8% |
| YTD | -3.1% | +54.1% | -57.2% | -6.7% |
| 1Y | -11.3% | +177.1% | -188.3% | -18.6% |
| 3Y | -5.0% | +371.6% | -376.6% | -18.8% |
| 5Y | +19.2% | +21.9% | -2.7% | +9.5% |
| All | +141.2% | +467.1% | -326.0% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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