+909.7%
MRSH vs BTG
+373.5%
+536.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -4.8% | -3.8% | -1.0% | -4.7% |
| 30D | -6.3% | +3.6% | -10.0% | -6.4% |
| 3M | +5.8% | +32.0% | -26.2% | +5.2% |
| 6M | +2.8% | +3.4% | -0.6% | +2.6% |
| YTD | -3.1% | +20.8% | -23.9% | -3.8% |
| 1Y | -11.3% | +22.4% | -33.7% | -12.0% |
| 3Y | -5.0% | +91.7% | -96.7% | -7.2% |
| 5Y | +19.2% | +79.0% | -59.8% | +16.3% |
| 10Y | +217.4% | +152.6% | +64.8% | +207.6% |
| All | +909.7% | +373.5% | +536.1% | +1,024.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling