+524.0%
MRSH vs BG
+1,169.9%
-645.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -4.8% | +3.1% | -7.9% | -5.4% |
| 30D | -6.3% | +10.2% | -16.6% | -8.2% |
| 3M | +5.8% | -1.7% | +7.5% | +5.7% |
| 6M | +2.8% | +1.0% | +1.8% | +1.9% |
| YTD | -3.1% | +39.9% | -43.0% | -10.4% |
| 1Y | -11.3% | +53.2% | -64.5% | -19.8% |
| 3Y | -5.0% | +16.3% | -21.2% | -10.3% |
| 5Y | +19.2% | +83.9% | -64.7% | +0.3% |
| 10Y | +217.4% | +165.1% | +52.3% | +134.9% |
| All | +524.0% | +1,169.9% | -645.8% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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