-21.7%
MRSH vs GLXY
+7.0%
-28.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -2.3% |
| 7D | -5.9% | +4.5% | -10.4% | -5.6% |
| 30D | -7.3% | +28.8% | -36.2% | -6.2% |
| 3M | +7.4% | -23.0% | +30.5% | +7.5% |
| 6M | -0.7% | +17.0% | -17.7% | +0.2% |
| YTD | -3.2% | +12.5% | -15.6% | -2.5% |
| 1Y | -10.6% | -5.4% | -5.2% | -9.8% |
| All | -21.7% | +7.0% | -28.7% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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