+282.9%
SPGI vs MRSH
+218.8%
+64.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -7.4% | -4.8% | -2.6% | -4.1% |
| 30D | +0.4% | -6.3% | +6.7% | +5.2% |
| 3M | +5.3% | +5.8% | -0.5% | +0.4% |
| 6M | +1.7% | +2.8% | -1.1% | -1.5% |
| YTD | -16.4% | -3.1% | -13.2% | -16.0% |
| 1Y | -20.5% | -11.3% | -9.2% | -15.0% |
| 3Y | +14.2% | -5.0% | +19.2% | +13.8% |
| 5Y | +0.6% | +19.2% | -18.6% | -17.3% |
| All | +282.9% | +218.8% | +64.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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