+19.8%
MRSH vs GWRE
-23.1%
+42.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.9% | -2.6% | +2.4% |
| 7D | +9.4% | +2.2% | +7.2% | +9.0% |
| 30D | +23.4% | +4.5% | +18.9% | +22.6% |
| 3M | +9.9% | +6.4% | +3.5% | +7.8% |
| 6M | +26.0% | +18.8% | +7.2% | +19.9% |
| YTD | +15.2% | -15.1% | +30.3% | +8.0% |
| All | +19.8% | -23.1% | +42.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling