+141.7%
MRSH vs GH
+473.1%
-331.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | -5.9% | -1.2% | -4.7% | -5.9% |
| 30D | -7.3% | -3.7% | -3.6% | -7.1% |
| 3M | +6.7% | +21.7% | -15.0% | +5.0% |
| 6M | +3.0% | +75.7% | -72.7% | -1.5% |
| YTD | -2.9% | +55.7% | -58.6% | -6.6% |
| 1Y | -9.0% | +181.1% | -190.1% | -16.6% |
| 3Y | -4.3% | +371.6% | -375.9% | -18.3% |
| 5Y | +19.4% | +23.2% | -3.8% | +9.7% |
| All | +141.7% | +473.1% | -331.4% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling