+538.1%
MRSH vs BNS
+1,486.6%
-948.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -4.8% | -0.4% | -4.4% | -4.6% |
| 30D | -6.3% | +3.5% | -9.8% | -7.8% |
| 3M | +5.8% | +14.1% | -8.3% | -0.3% |
| 6M | +2.8% | +33.8% | -31.0% | -9.7% |
| YTD | -3.1% | +29.5% | -32.6% | -13.8% |
| 1Y | -11.3% | +48.4% | -59.7% | -25.6% |
| 3Y | -5.0% | +129.6% | -134.6% | -34.6% |
| 5Y | +19.2% | +96.1% | -76.9% | -13.0% |
| 10Y | +217.4% | +186.2% | +31.2% | +91.4% |
| All | +538.1% | +1,486.6% | -948.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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