+406.7%
BNY vs MRSH
+218.8%
+187.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.2% |
| 7D | -1.3% | -4.8% | +3.4% | +1.4% |
| 30D | -0.2% | -6.3% | +6.2% | +3.4% |
| 3M | +14.9% | +5.8% | +9.1% | +9.9% |
| 6M | +40.0% | +2.8% | +37.2% | +35.2% |
| YTD | +42.0% | -3.1% | +45.1% | +41.2% |
| 1Y | +56.9% | -11.3% | +68.1% | +64.0% |
| 3Y | +289.9% | -5.0% | +294.8% | +282.8% |
| 5Y | +259.2% | +19.2% | +240.0% | +196.7% |
| All | +406.7% | +218.8% | +187.9% | +127.3% |
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