-16.2%
BA vs MRSH
+9.4%
-25.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | -7.1% | +16.5% | -23.6% | -9.0% |
| 3M | -25.5% | +10.8% | -36.3% | -26.7% |
| 6M | -28.7% | +32.1% | -60.8% | -31.5% |
| YTD | -21.0% | +14.5% | -35.5% | -22.5% |
| 1Y | -11.9% | +15.5% | -27.4% | -13.8% |
| 3Y | -16.2% | +9.3% | -25.5% | -13.5% |
| All | -16.2% | +9.4% | -25.6% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling