+392.9%
BAC vs MRSH
+218.8%
+174.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | -4.8% | +4.8% | +3.2% |
| 30D | -2.8% | -6.3% | +3.5% | +1.3% |
| 3M | +14.2% | +5.8% | +8.4% | +8.7% |
| 6M | +30.5% | +2.8% | +27.7% | +25.6% |
| YTD | +15.8% | -3.1% | +18.9% | +15.3% |
| 1Y | +26.2% | -11.3% | +37.4% | +33.1% |
| 3Y | +136.5% | -5.0% | +141.5% | +130.5% |
| 5Y | +75.9% | +19.2% | +56.8% | +39.2% |
| All | +392.9% | +218.8% | +174.1% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling