+75.6%
BAC vs MRSH
+19.1%
+56.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -0.3% | -5.9% | +5.7% | +2.2% |
| 30D | -1.8% | -7.3% | +5.5% | +1.3% |
| 3M | +15.3% | +6.7% | +8.6% | +11.3% |
| 6M | +30.2% | +3.0% | +27.2% | +27.0% |
| YTD | +15.6% | -2.9% | +18.5% | +15.5% |
| 1Y | +27.5% | -9.0% | +36.4% | +31.2% |
| 3Y | +137.0% | -4.3% | +141.3% | +132.5% |
| 5Y | +75.6% | +19.4% | +56.1% | +42.9% |
| All | +75.6% | +19.1% | +56.5% | +42.9% |
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