+977.1%
BE vs MRSH
+132.4%
+844.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -1.6% |
| 7D | +23.9% | -5.9% | +29.8% | +28.4% |
| 30D | +27.8% | -7.3% | +35.2% | +33.3% |
| 3M | +3.7% | +7.4% | -3.7% | -6.4% |
| 6M | +78.0% | -0.7% | +78.6% | +66.9% |
| YTD | +209.9% | -3.2% | +213.1% | +190.1% |
| 1Y | +389.6% | -10.6% | +400.2% | +380.9% |
| 3Y | +1,730.6% | -4.6% | +1,735.1% | +1,512.5% |
| 5Y | +1,227.8% | +19.3% | +1,208.5% | +811.5% |
| All | +977.1% | +132.4% | +844.7% | +293.8% |
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 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