+19.3%
MRSH vs BTG
+30.1%
-10.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.2% |
| 7D | +6.3% | +5.6% | +0.7% | +6.6% |
| 30D | +21.9% | +1.2% | +20.8% | +22.0% |
| 3M | +9.4% | +29.0% | -19.6% | +12.0% |
| 6M | +25.9% | +25.4% | +0.5% | +29.0% |
| YTD | +14.7% | +18.3% | -3.6% | +16.2% |
| 1Y | +19.3% | +32.4% | -13.1% | +20.3% |
| All | +19.3% | +30.1% | -10.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling