+67.9%
BE vs MRSH
+0.1%
+67.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -3.6% |
| 7D | +9.7% | -5.9% | +15.7% | -0.5% |
| 30D | +22.4% | -7.3% | +29.7% | +8.9% |
| 3M | +10.4% | +6.7% | +3.7% | +26.5% |
| 6M | +67.9% | +3.0% | +64.9% | +92.6% |
| All | +67.9% | +0.1% | +67.8% | +92.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling