+3,262.1%
MRSH vs BAX
+844.7%
+2,417.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -5.9% | -5.1% | -0.8% | -4.5% |
| 30D | -7.3% | -12.2% | +4.9% | -3.9% |
| 3M | +7.4% | +21.8% | -14.4% | +1.3% |
| 6M | -0.7% | +36.3% | -37.0% | -9.8% |
| YTD | -3.2% | +27.8% | -31.0% | -11.3% |
| 1Y | -10.6% | -0.1% | -10.6% | -12.8% |
| 3Y | -4.6% | -33.3% | +28.8% | +0.7% |
| 5Y | +19.3% | -67.1% | +86.4% | +53.0% |
| 10Y | +217.3% | -36.9% | +254.2% | +226.5% |
| All | +3,262.1% | +844.7% | +2,417.4% | +1,463.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling