+3,262.1%
MRSH vs BN
+14,569.6%
-11,307.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -5.9% | -3.0% | -2.9% | -5.0% |
| 30D | -7.3% | -13.0% | +5.7% | -3.5% |
| 3M | +7.4% | -15.2% | +22.7% | +12.6% |
| 6M | -0.7% | -5.9% | +5.2% | +0.4% |
| YTD | -3.2% | -15.8% | +12.6% | +0.8% |
| 1Y | -10.6% | -12.2% | +1.6% | -8.5% |
| 3Y | -4.6% | +72.2% | -76.8% | -22.7% |
| 5Y | +19.3% | +33.2% | -13.9% | +2.7% |
| 10Y | +217.3% | +264.7% | -47.4% | +97.6% |
| All | +3,262.1% | +14,569.6% | -11,307.6% | +931.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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