+211.7%
MRSH vs BBWI
-55.0%
+266.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.9% |
| 7D | -4.8% | -4.8% | +0.1% | -4.3% |
| 30D | -6.3% | +3.5% | -9.8% | -6.8% |
| 3M | +5.8% | -0.3% | +6.1% | +5.4% |
| 6M | +2.8% | -5.4% | +8.2% | +2.4% |
| YTD | -3.1% | -4.7% | +1.6% | -3.9% |
| 1Y | -11.3% | -30.5% | +19.2% | -9.4% |
| 3Y | -5.0% | -44.3% | +39.4% | -3.2% |
| 5Y | +19.2% | -66.9% | +86.1% | +26.7% |
| All | +211.7% | -55.0% | +266.6% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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