+8.6%
MRSH vs BAM
+67.8%
-59.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.7% |
| 7D | -5.9% | -3.9% | -1.9% | -5.4% |
| 30D | -7.3% | -8.8% | +1.5% | -6.2% |
| 3M | +7.4% | +2.2% | +5.3% | +7.0% |
| 6M | -0.7% | +5.9% | -6.6% | -1.7% |
| YTD | -3.2% | -6.1% | +3.0% | -2.7% |
| 1Y | -10.6% | -11.6% | +1.0% | -9.6% |
| 3Y | -4.6% | +51.7% | -56.2% | -11.3% |
| All | +8.6% | +67.8% | -59.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 5y: compounded portfolio wealth divided by compounded BAM 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…
5y analysis · Full analysis span regression · 6 months rolling