+3.0%
BIL vs MRSH
+20.0%
-17.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -0.3% | +9.4% | -9.7% | -0.3% |
| 30D | 0.0% | +23.4% | -23.5% | 0.0% |
| 3M | +0.3% | +9.9% | -9.6% | +0.3% |
| 6M | +1.2% | +26.0% | -24.8% | +1.2% |
| YTD | +2.4% | +15.2% | -12.8% | +2.4% |
| 1Y | +3.0% | +18.4% | -15.4% | +3.0% |
| All | +3.0% | +20.0% | -17.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling