+13,845.6%
SPGI vs MRSH
+3,431.3%
+10,414.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -0.9% |
| 7D | +0.1% | -3.6% | +3.7% | +1.8% |
| 30D | +8.4% | -3.0% | +11.4% | +9.9% |
| 3M | +11.8% | +15.8% | -4.0% | +4.2% |
| 6M | +5.7% | +1.6% | +4.1% | +4.5% |
| YTD | -9.7% | +1.7% | -11.4% | -11.2% |
| 1Y | -12.5% | -8.0% | -4.4% | -10.0% |
| 3Y | +21.8% | -0.3% | +22.1% | +20.2% |
| 5Y | +8.2% | +25.9% | -17.7% | -3.8% |
| 10Y | +309.5% | +222.0% | +87.6% | +146.6% |
| All | +13,845.6% | +3,431.3% | +10,414.4% | +3,560.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling