+17.2%
MRSH vs BURL
-9.4%
+26.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.3% |
| 7D | -0.5% | +7.7% | -8.2% | -0.7% |
| 30D | +16.3% | -7.1% | +23.4% | +15.9% |
| 3M | +7.3% | -30.3% | +37.6% | +6.5% |
| 6M | +26.6% | -15.5% | +42.2% | +27.4% |
| YTD | +12.6% | -11.0% | +23.5% | +13.4% |
| All | +17.2% | -9.4% | +26.7% | +18.3% |
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