+22.7%
MRSH vs BURL
-13.9%
+36.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.5% |
| 7D | -3.8% | -2.6% | -1.2% | -3.5% |
| 30D | -5.8% | -30.8% | +25.0% | -2.7% |
| 3M | +11.7% | -18.7% | +30.4% | +13.7% |
| 6M | -0.3% | -16.4% | +16.1% | +1.0% |
| YTD | -1.1% | -11.6% | +10.4% | -0.6% |
| 1Y | -9.5% | -12.0% | +2.5% | -9.1% |
| 3Y | -2.6% | +63.6% | -66.2% | -10.6% |
| 5Y | +22.7% | -12.6% | +35.3% | +20.0% |
| All | +22.7% | -13.9% | +36.6% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling