-21.7%
MRSH vs BIYA
-99.8%
+78.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -4.8% | -1.8% | -3.0% | -4.7% |
| 30D | -6.3% | -17.5% | +11.1% | -6.2% |
| 3M | +5.8% | -78.0% | +83.8% | +6.0% |
| 6M | +2.8% | -89.5% | +92.3% | +2.6% |
| YTD | -3.1% | -94.3% | +91.1% | -3.2% |
| 1Y | -11.3% | -98.6% | +87.3% | -11.3% |
| All | -21.7% | -99.8% | +78.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling