+275.1%
BLK vs MRSH
+218.8%
+56.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | -3.3% | -4.8% | +1.4% | -0.1% |
| 30D | -6.5% | -6.3% | -0.2% | -2.4% |
| 3M | +6.7% | +5.8% | +0.9% | +1.7% |
| 6M | +14.7% | +2.8% | +11.9% | +10.3% |
| YTD | +2.5% | -3.1% | +5.6% | +2.0% |
| 1Y | -2.8% | -11.3% | +8.5% | +2.7% |
| 3Y | +65.9% | -5.0% | +70.8% | +61.5% |
| 5Y | +33.0% | +19.2% | +13.8% | +6.9% |
| All | +275.1% | +218.8% | +56.2% | +45.4% |
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