+211.7%
MRSH vs SGI
+270.1%
-58.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -4.8% | -4.5% | -0.3% | -4.1% |
| 30D | -6.3% | +4.2% | -10.5% | -7.0% |
| 3M | +5.8% | -7.4% | +13.3% | +6.7% |
| 6M | +2.8% | -15.1% | +17.8% | +4.4% |
| YTD | -3.1% | -24.7% | +21.6% | +0.2% |
| 1Y | -11.3% | -21.8% | +10.5% | -9.1% |
| 3Y | -5.0% | +50.0% | -55.0% | -14.5% |
| 5Y | +19.2% | +48.9% | -29.8% | +4.0% |
| All | +211.7% | +270.1% | -58.4% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling