-5.0%
MRSH vs BROS
+59.1%
-64.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -4.8% | -5.8% | +1.0% | -4.6% |
| 30D | -6.3% | -14.0% | +7.6% | -5.9% |
| 3M | +5.8% | -32.5% | +38.3% | +7.0% |
| 6M | +2.8% | -14.9% | +17.7% | +3.0% |
| YTD | -3.1% | -28.3% | +25.2% | -2.4% |
| 1Y | -11.3% | -34.0% | +22.7% | -10.4% |
| 3Y | -5.0% | +63.0% | -67.9% | -7.3% |
| All | -5.0% | +59.1% | -64.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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