-1.5%
BAC vs MRSH
+20.0%
-21.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.6% |
| 7D | +1.5% | +9.4% | -7.9% | +0.6% |
| 30D | -4.4% | +23.4% | -27.8% | -6.5% |
| 3M | -17.5% | +9.9% | -27.4% | -18.2% |
| 6M | -0.1% | +26.0% | -26.1% | -3.4% |
| YTD | -4.6% | +15.2% | -19.8% | -7.0% |
| 1Y | -1.5% | +18.4% | -19.9% | -4.4% |
| All | -1.5% | +20.0% | -21.5% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling