+211.7%
MRSH vs BBY
+252.7%
-41.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.8% |
| 7D | -4.8% | +0.6% | -5.3% | -4.9% |
| 30D | -6.3% | +9.4% | -15.7% | -8.0% |
| 3M | +5.8% | +19.3% | -13.5% | +2.1% |
| 6M | +2.8% | +47.9% | -45.1% | -5.3% |
| YTD | -3.1% | +39.6% | -42.7% | -9.9% |
| 1Y | -11.3% | +22.2% | -33.4% | -15.7% |
| 3Y | -5.0% | +45.0% | -49.9% | -15.8% |
| 5Y | +19.2% | +2.6% | +16.6% | +11.2% |
| All | +211.7% | +252.7% | -41.0% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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