+211.7%
MRSH vs GME
+285.6%
-74.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -4.8% | +10.4% | -15.1% | -4.8% |
| 30D | -6.3% | +14.1% | -20.4% | -6.5% |
| 3M | +5.8% | -4.6% | +10.4% | +5.8% |
| 6M | +2.8% | -13.5% | +16.3% | +2.9% |
| YTD | -3.1% | +5.3% | -8.4% | -3.2% |
| 1Y | -11.3% | -14.9% | +3.6% | -11.2% |
| 3Y | -5.0% | +24.3% | -29.2% | -6.8% |
| 5Y | +19.2% | -55.6% | +74.8% | +17.3% |
| All | +211.7% | +285.6% | -74.0% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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