+478.4%
MRSH vs GME
+1,158.5%
-680.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | +0.2% |
| 7D | -5.9% | +6.0% | -12.0% | -6.1% |
| 30D | -7.3% | +8.3% | -15.6% | -7.6% |
| 3M | +6.7% | -9.1% | +15.7% | +7.0% |
| 6M | +3.0% | -16.3% | +19.3% | +3.5% |
| YTD | -2.9% | +1.5% | -4.5% | -3.2% |
| 1Y | -9.0% | -16.3% | +7.4% | -8.7% |
| 3Y | -4.3% | +15.1% | -19.4% | -10.0% |
| 5Y | +19.4% | -57.2% | +76.6% | +13.8% |
| 10Y | +218.1% | +274.5% | -56.4% | +81.1% |
| All | +478.4% | +1,158.5% | -680.1% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling