+1,370.0%
BAC vs MRSH
+3,332.0%
-1,962.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.5% |
| 7D | +1.2% | -3.8% | +4.9% | +3.8% |
| 30D | -0.7% | -5.8% | +5.1% | +3.3% |
| 3M | +16.9% | +11.7% | +5.2% | +7.0% |
| 6M | +29.6% | -0.3% | +29.9% | +27.2% |
| YTD | +15.3% | -1.1% | +16.4% | +13.0% |
| 1Y | +28.8% | -9.5% | +38.3% | +33.6% |
| 3Y | +136.4% | -2.6% | +139.0% | +127.9% |
| 5Y | +72.9% | +22.7% | +50.2% | +39.0% |
| 10Y | +391.8% | +214.6% | +177.2% | +101.5% |
| All | +1,370.0% | +3,332.0% | -1,962.0% | +30.9% |
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 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