-0.7%
MRSH vs BROS
-10.8%
+10.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.0% |
| 7D | -5.9% | -6.6% | +0.7% | -5.8% |
| 30D | -7.3% | -12.3% | +5.0% | -7.3% |
| 3M | +7.4% | -22.2% | +29.6% | +8.3% |
| 6M | -0.7% | -14.3% | +13.6% | +0.6% |
| All | -0.7% | -10.8% | +10.1% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling