+540.9%
MRSH vs SGI
+2,032.3%
-1,491.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -5.9% | +0.6% | -6.5% | -5.9% |
| 30D | -7.3% | +5.5% | -12.8% | -8.1% |
| 3M | +7.4% | -3.6% | +11.0% | +7.7% |
| 6M | -0.7% | -15.0% | +14.3% | +0.9% |
| YTD | -3.2% | -23.0% | +19.9% | -0.3% |
| 1Y | -10.6% | -18.4% | +7.8% | -9.1% |
| 3Y | -4.6% | +57.8% | -62.3% | -14.1% |
| 5Y | +19.3% | +51.5% | -32.2% | +5.3% |
| 10Y | +217.3% | +275.2% | -57.9% | +122.0% |
| All | +540.9% | +2,032.3% | -1,491.4% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling