+3.0%
MRSH vs SPYG
+15.6%
-12.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | -0.1% |
| 7D | -5.9% | -1.8% | -4.1% | -6.7% |
| 30D | -7.3% | -1.9% | -5.4% | -8.1% |
| 3M | +6.7% | +5.2% | +1.5% | +9.4% |
| 6M | +3.0% | +15.6% | -12.6% | +5.5% |
| All | +3.0% | +15.6% | -12.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 6mo: compounded portfolio wealth divided by compounded SPYG 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…
6mo analysis · Full analysis span regression · 6 months rolling