-10.6%
MRSH vs BURL
-17.0%
+6.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.3% | -2.0% |
| 7D | -5.9% | -7.0% | +1.1% | -5.8% |
| 30D | -7.3% | -35.6% | +28.3% | -7.7% |
| 3M | +7.4% | -26.3% | +33.7% | +7.6% |
| 6M | -0.7% | -20.7% | +20.0% | -0.1% |
| YTD | -3.2% | -17.2% | +14.0% | -2.7% |
| 1Y | -10.6% | -15.0% | +4.4% | -9.5% |
| All | -10.6% | -17.0% | +6.4% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling