+821.6%
MRSH vs BR
+1,278.7%
-457.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -3.0% | -1.8% | -3.4% |
| 30D | -6.3% | -0.3% | -6.0% | -6.2% |
| 3M | +5.8% | +17.3% | -11.5% | -1.9% |
| 6M | +2.8% | -6.7% | +9.5% | +5.4% |
| YTD | -3.1% | -23.4% | +20.3% | +8.0% |
| 1Y | -11.3% | -32.7% | +21.4% | +4.9% |
| 3Y | -5.0% | -5.9% | +0.9% | -4.7% |
| 5Y | +19.2% | +8.4% | +10.7% | +10.3% |
| 10Y | +217.4% | +189.2% | +28.2% | +84.8% |
| All | +821.6% | +1,278.7% | -457.1% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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