+1,480.5%
BA vs MRSH
+3,868.4%
-2,387.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -0.8% |
| 30D | -7.9% | +17.5% | -25.4% | -14.6% |
| 3M | -25.2% | +9.1% | -34.3% | -28.2% |
| 6M | -26.7% | +29.9% | -56.6% | -35.7% |
| YTD | -19.6% | +14.3% | -33.9% | -26.1% |
| 1Y | -10.6% | +16.6% | -27.2% | -18.5% |
| 3Y | -11.2% | +9.1% | -20.3% | -17.7% |
| 5Y | -20.4% | +36.4% | -56.8% | -33.7% |
| 10Y | +26.8% | +262.7% | -236.0% | -29.4% |
| All | +1,480.5% | +3,868.4% | -2,387.9% | +180.4% |
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