+1,017.8%
MRSH vs GNRC
+2,082.9%
-1,065.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.6% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -6.3% | -15.7% | +9.4% | -4.1% |
| 3M | +5.8% | -27.3% | +33.1% | +9.8% |
| 6M | +2.8% | -12.1% | +14.8% | +2.6% |
| YTD | -3.1% | +37.1% | -40.2% | -10.8% |
| 1Y | -11.3% | -0.5% | -10.8% | -14.4% |
| 3Y | -5.0% | +61.5% | -66.5% | -18.3% |
| 5Y | +19.2% | -58.6% | +77.8% | +25.4% |
| 10Y | +217.4% | +446.3% | -228.9% | +85.8% |
| All | +1,017.8% | +2,082.9% | -1,065.1% | +347.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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