+436.8%
MRSH vs BURL
+1,051.1%
-614.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.8% |
| 7D | -3.6% | -2.8% | -0.8% | -3.2% |
| 30D | -3.0% | -28.2% | +25.2% | +1.8% |
| 3M | +15.8% | -17.6% | +33.4% | +19.0% |
| 6M | +1.6% | -11.8% | +13.4% | +2.8% |
| YTD | +1.7% | -8.1% | +9.9% | +2.1% |
| 1Y | -8.0% | -12.0% | +3.9% | -7.5% |
| 3Y | -0.3% | +63.3% | -63.6% | -12.1% |
| 5Y | +25.9% | -10.8% | +36.7% | +19.8% |
| 10Y | +222.0% | +215.9% | +6.0% | +142.1% |
| All | +436.8% | +1,051.1% | -614.3% | +267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling