+1,003.0%
BE vs MRSH
+132.5%
+870.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | +9.0% | -4.8% | +13.8% | +12.2% |
| 30D | +16.3% | -6.3% | +22.6% | +20.5% |
| 3M | +10.8% | +5.8% | +5.0% | +1.2% |
| 6M | +73.2% | +2.8% | +70.4% | +57.9% |
| YTD | +217.4% | -3.1% | +220.5% | +197.0% |
| 1Y | +309.8% | -11.3% | +321.1% | +306.1% |
| 3Y | +1,726.2% | -5.0% | +1,731.1% | +1,516.5% |
| 5Y | +1,306.2% | +19.2% | +1,287.0% | +866.2% |
| All | +1,003.0% | +132.5% | +870.5% | +303.1% |
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