+18.4%
MRSH vs BWA
+17.4%
+1.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +2.9% |
| 7D | +9.4% | -9.9% | +19.3% | +7.5% |
| 30D | +23.4% | -16.4% | +39.8% | +20.0% |
| 3M | +9.9% | -19.8% | +29.7% | +6.3% |
| 6M | +26.0% | -10.0% | +36.0% | +22.9% |
| YTD | +15.2% | +12.7% | +2.5% | +11.4% |
| 1Y | +18.4% | +15.7% | +2.8% | +14.3% |
| All | +18.4% | +17.4% | +1.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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