+495.4%
MRSH vs BURL
+970.5%
-475.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | +2.1% | +4.1% | -2.0% | +1.5% |
| 30D | +17.9% | -9.5% | +27.4% | +19.6% |
| 3M | +6.6% | -33.5% | +40.1% | +12.9% |
| 6M | +26.4% | -22.1% | +48.5% | +30.4% |
| YTD | +12.8% | -14.6% | +27.4% | +14.2% |
| 1Y | +18.5% | -8.4% | +26.9% | +18.3% |
| 3Y | +10.9% | +86.6% | -75.7% | -4.8% |
| 5Y | +37.5% | -17.2% | +54.6% | +32.3% |
| 10Y | +279.7% | +256.4% | +23.3% | +181.6% |
| All | +495.4% | +970.5% | -475.2% | +311.1% |
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