+1,042.0%
MRSH vs SCHG
+1,132.2%
-90.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -4.8% | -1.0% | -3.7% | -4.1% |
| 30D | -6.3% | -1.3% | -5.1% | -5.6% |
| 3M | +5.8% | +5.4% | +0.4% | +2.0% |
| 6M | +2.8% | +14.4% | -11.6% | -6.4% |
| YTD | -3.1% | +8.0% | -11.1% | -8.7% |
| 1Y | -11.3% | +12.7% | -24.0% | -19.1% |
| 3Y | -5.0% | +85.6% | -90.6% | -40.7% |
| 5Y | +19.2% | +85.5% | -66.3% | -27.5% |
| 10Y | +217.4% | +456.0% | -238.6% | -24.6% |
| All | +1,042.0% | +1,132.2% | -90.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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