+878.4%
MRSH vs BAH
+876.9%
+1.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -3.8% | -4.3% | +0.6% | -2.7% |
| 30D | -5.8% | -4.5% | -1.3% | -4.8% |
| 3M | +11.7% | -7.6% | +19.3% | +13.4% |
| 6M | -0.3% | -10.6% | +10.3% | +1.7% |
| YTD | -1.1% | -12.6% | +11.4% | +0.6% |
| 1Y | -9.5% | -27.0% | +17.5% | -4.2% |
| 3Y | -2.6% | -31.5% | +28.9% | +1.0% |
| 5Y | +22.7% | -3.8% | +26.6% | +14.3% |
| 10Y | +214.6% | +183.9% | +30.6% | +120.4% |
| All | +878.4% | +876.9% | +1.5% | +375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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