+12,882.1%
BLK vs MRSH
+851.1%
+12,031.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | -4.8% | +1.4% | -0.8% |
| 30D | -6.5% | -6.3% | -0.2% | -3.2% |
| 3M | +6.7% | +5.8% | +0.9% | +2.8% |
| 6M | +14.7% | +2.8% | +11.9% | +11.4% |
| YTD | +2.5% | -3.1% | +5.6% | +2.2% |
| 1Y | -2.8% | -11.3% | +8.5% | +1.3% |
| 3Y | +65.9% | -5.0% | +70.8% | +64.4% |
| 5Y | +33.0% | +19.2% | +13.8% | +16.9% |
| 10Y | +281.2% | +217.4% | +63.8% | +102.7% |
| All | +12,882.1% | +851.1% | +12,031.0% | +3,673.0% |
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 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