+1,821.9%
BA vs MRSH
+3,431.3%
-1,609.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.5% |
| 7D | +1.2% | -3.6% | +4.7% | +2.9% |
| 30D | -11.6% | -3.0% | -8.6% | -10.5% |
| 3M | -2.4% | +15.8% | -18.2% | -9.4% |
| 6M | -6.6% | +1.6% | -8.2% | -8.6% |
| YTD | -2.2% | +1.7% | -4.0% | -5.0% |
| 1Y | -8.0% | -8.0% | 0.0% | -6.7% |
| 3Y | -5.0% | -0.3% | -4.7% | -8.2% |
| 5Y | -2.7% | +25.9% | -28.6% | -15.9% |
| 10Y | +75.9% | +222.0% | -146.1% | +3.5% |
| All | +1,821.9% | +3,431.3% | -1,609.3% | +260.2% |
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