+903.9%
BSX vs MRSH
+3,026.3%
-2,122.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -10.1% | -4.8% | -5.3% | -8.0% |
| 30D | -16.4% | -6.3% | -10.1% | -13.9% |
| 3M | -8.9% | +5.8% | -14.7% | -11.4% |
| 6M | -38.3% | +2.8% | -41.1% | -39.5% |
| YTD | -54.9% | -3.1% | -51.8% | -54.8% |
| 1Y | -58.8% | -11.3% | -47.5% | -57.1% |
| 3Y | -21.2% | -5.0% | -16.3% | -21.2% |
| 5Y | -3.3% | +19.2% | -22.5% | -13.2% |
| 10Y | +82.8% | +217.4% | -134.6% | +7.1% |
| All | +903.9% | +3,026.3% | -2,122.4% | +85.5% |
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