+383.2%
MRSH vs SPYG
+553.6%
-170.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | -5.9% | -1.8% | -4.1% | -4.8% |
| 30D | -7.3% | -1.9% | -5.4% | -6.2% |
| 3M | +6.7% | +5.2% | +1.5% | +2.5% |
| 6M | +3.0% | +15.6% | -12.6% | -7.7% |
| YTD | -2.9% | +12.4% | -15.3% | -11.7% |
| 1Y | -9.0% | +17.5% | -26.4% | -20.0% |
| 3Y | -4.3% | +98.1% | -102.4% | -42.9% |
| 5Y | +19.4% | +84.9% | -65.5% | -26.5% |
| 10Y | +218.1% | +417.7% | -199.6% | -6.1% |
| All | +383.2% | +553.6% | -170.4% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling