+1,264.4%
BE vs MRSH
+18.2%
+1,246.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.7% |
| 7D | +9.0% | -4.8% | +13.8% | +10.0% |
| 30D | +16.3% | -6.3% | +22.6% | +17.6% |
| 3M | +10.8% | +5.8% | +5.0% | +6.0% |
| 6M | +73.2% | +2.8% | +70.4% | +66.0% |
| YTD | +217.4% | -3.1% | +220.5% | +210.0% |
| 1Y | +309.8% | -11.3% | +321.1% | +321.8% |
| 3Y | +1,726.2% | -5.0% | +1,731.1% | +1,583.3% |
| All | +1,264.4% | +18.2% | +1,246.2% | +804.8% |
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