-8.5%
BX vs MRSH
+20.0%
-28.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +5.2% |
| 7D | +8.3% | +9.4% | -1.1% | +5.4% |
| 30D | +13.5% | +23.4% | -9.9% | +7.6% |
| 3M | -7.6% | +9.9% | -17.5% | -10.3% |
| 6M | +4.0% | +26.0% | -22.0% | -2.0% |
| YTD | -15.2% | +15.2% | -30.4% | -19.3% |
| 1Y | -8.5% | +18.4% | -26.9% | -13.4% |
| All | -8.5% | +20.0% | -28.5% | -13.4% |
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 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