+71.1%
BA vs MRSH
+219.5%
-148.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -1.0% |
| 7D | -2.7% | -5.9% | +3.2% | +1.4% |
| 30D | -12.2% | -7.3% | -4.9% | -7.6% |
| 3M | -2.0% | +6.7% | -8.7% | -7.5% |
| 6M | -6.0% | +3.0% | -8.9% | -10.3% |
| YTD | -5.7% | -2.9% | -2.8% | -7.1% |
| 1Y | -10.0% | -9.0% | -1.0% | -7.5% |
| 3Y | -3.1% | -4.3% | +1.2% | -7.7% |
| 5Y | -2.6% | +19.4% | -22.1% | -26.1% |
| All | +71.1% | +219.5% | -148.5% | -33.1% |
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