+211.7%
MRSH vs BAX
-38.1%
+249.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -4.8% | -7.9% | +3.1% | -3.0% |
| 30D | -6.3% | -11.7% | +5.3% | -3.7% |
| 3M | +5.8% | +16.2% | -10.4% | +2.0% |
| 6M | +2.8% | +32.0% | -29.2% | -4.0% |
| YTD | -3.1% | +24.7% | -27.8% | -9.2% |
| 1Y | -11.3% | -2.6% | -8.6% | -12.2% |
| 3Y | -5.0% | -35.0% | +30.0% | +1.0% |
| 5Y | +19.2% | -67.6% | +86.7% | +57.7% |
| All | +211.7% | -38.1% | +249.8% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling