-4.1%
MRSH vs BTSG
+382.3%
-386.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +0.5% |
| 7D | -5.9% | -5.8% | -0.1% | -5.7% |
| 30D | -7.3% | 0.0% | -7.3% | -7.3% |
| 3M | +6.7% | -4.5% | +11.1% | +6.5% |
| 6M | +3.0% | +40.0% | -37.0% | +0.1% |
| YTD | -2.9% | +54.6% | -57.5% | -6.5% |
| 1Y | -9.0% | +106.1% | -115.1% | -14.5% |
| All | -4.1% | +382.3% | -386.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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