+165.7%
MRSH vs MGY
+210.4%
-44.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | +3.5% | -8.3% | -5.1% |
| 30D | -6.3% | +5.3% | -11.6% | -6.9% |
| 3M | +5.8% | +2.6% | +3.2% | +5.3% |
| 6M | +2.8% | -3.3% | +6.1% | +2.8% |
| YTD | -3.1% | +29.2% | -32.3% | -6.3% |
| 1Y | -11.3% | +18.0% | -29.3% | -13.4% |
| 3Y | -5.0% | +30.0% | -35.0% | -9.5% |
| 5Y | +19.2% | +92.7% | -73.5% | +6.1% |
| All | +165.7% | +210.4% | -44.7% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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