-4.8%
MRSH vs SPG
+106.6%
-111.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -5.9% | -2.2% | -3.7% | -5.4% |
| 30D | -7.3% | -5.8% | -1.5% | -5.9% |
| 3M | +6.7% | -2.8% | +9.5% | +7.5% |
| 6M | +3.0% | +8.9% | -5.9% | +0.9% |
| YTD | -2.9% | +14.3% | -17.2% | -6.0% |
| 1Y | -9.0% | +19.5% | -28.5% | -12.7% |
| All | -4.8% | +106.6% | -111.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling