+261.8%
MRSH vs BURL
+261.4%
+0.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.9% |
| 7D | -0.5% | +7.7% | -8.2% | -1.7% |
| 30D | +16.3% | -7.1% | +23.4% | +17.5% |
| 3M | +7.3% | -30.3% | +37.6% | +13.1% |
| 6M | +26.6% | -15.5% | +42.2% | +29.1% |
| YTD | +12.6% | -11.0% | +23.5% | +13.3% |
| 1Y | +16.0% | -8.4% | +24.4% | +15.8% |
| 3Y | +8.8% | +96.7% | -87.9% | -8.6% |
| 5Y | +34.3% | -14.1% | +48.4% | +29.1% |
| 10Y | +261.8% | +255.1% | +6.8% | +176.2% |
| All | +261.8% | +261.4% | +0.5% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling