+32.1%
MRSH vs BTDR
+19.6%
+12.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -4.8% | -3.4% | -1.4% | -4.8% |
| 30D | -6.3% | +32.6% | -38.9% | -6.0% |
| 3M | +5.8% | -32.2% | +38.0% | +5.8% |
| 6M | +2.8% | +52.4% | -49.6% | +3.2% |
| YTD | -3.1% | +6.7% | -9.8% | -2.9% |
| 1Y | -11.3% | -15.2% | +4.0% | -11.1% |
| 3Y | -5.0% | +14.9% | -19.9% | -3.9% |
| 5Y | +19.2% | +20.8% | -1.6% | +20.9% |
| All | +32.1% | +19.6% | +12.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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