+1,014.9%
MRSH vs RSG
+2,015.5%
-1,000.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -6.3% | +4.0% | -10.3% | -7.4% |
| 3M | +5.8% | +7.4% | -1.6% | +3.6% |
| 6M | +2.8% | +0.1% | +2.7% | +2.7% |
| YTD | -3.1% | +6.0% | -9.1% | -5.0% |
| 1Y | -11.3% | -3.0% | -8.3% | -10.7% |
| 3Y | -5.0% | +56.5% | -61.5% | -16.8% |
| 5Y | +19.2% | +90.9% | -71.7% | -1.4% |
| 10Y | +217.4% | +428.7% | -211.3% | +103.4% |
| All | +1,014.9% | +2,015.5% | -1,000.7% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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