+417.2%
MRSH vs BRKR
+172.5%
+244.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | -8.7% | +3.9% | -3.8% |
| 30D | -6.3% | -9.9% | +3.5% | -5.3% |
| 3M | +5.8% | -3.1% | +8.9% | +5.4% |
| 6M | +2.8% | +45.5% | -42.7% | -2.8% |
| YTD | -3.1% | +13.7% | -16.8% | -6.1% |
| 1Y | -11.3% | +67.4% | -78.7% | -18.1% |
| 3Y | -5.0% | -13.2% | +8.2% | -7.5% |
| 5Y | +19.2% | -39.5% | +58.7% | +19.9% |
| 10Y | +217.4% | +153.5% | +63.9% | +169.9% |
| All | +417.2% | +172.5% | +244.7% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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