+883.5%
BX vs MRSH
+747.2%
+136.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | -8.9% | -5.9% | -3.0% | -4.5% |
| 30D | -14.8% | -7.3% | -7.5% | -9.6% |
| 3M | +6.9% | +6.7% | +0.3% | +0.7% |
| 6M | +16.3% | +3.0% | +13.3% | +11.6% |
| YTD | -16.1% | -2.9% | -13.2% | -16.5% |
| 1Y | -26.8% | -9.0% | -17.8% | -23.9% |
| 3Y | +22.4% | -4.3% | +26.8% | +19.0% |
| 5Y | +16.0% | +19.4% | -3.4% | -5.2% |
| 10Y | +646.9% | +218.1% | +428.9% | +163.8% |
| All | +883.5% | +747.2% | +136.3% | +72.4% |
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 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