-3.5%
BA vs MRSH
+20.1%
-23.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -1.2% | -5.9% | +4.7% | +1.1% |
| 30D | -11.3% | -7.3% | -4.0% | -8.7% |
| 3M | -3.8% | +7.4% | -11.2% | -7.1% |
| 6M | -8.3% | -0.7% | -7.6% | -8.9% |
| YTD | -4.9% | -3.2% | -1.8% | -5.1% |
| 1Y | -10.1% | -10.6% | +0.5% | -6.6% |
| 3Y | -2.3% | -4.6% | +2.3% | -4.9% |
| 5Y | -3.5% | +19.3% | -22.8% | -23.6% |
| All | -3.5% | +20.1% | -23.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling