+2,518.3%
MRSH vs BWA
+3,394.0%
-875.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -5.9% | -0.1% | -5.9% | -5.9% |
| 30D | -7.3% | -5.5% | -1.8% | -6.1% |
| 3M | +6.7% | -7.6% | +14.3% | +8.1% |
| 6M | +3.0% | +25.0% | -22.0% | -4.8% |
| YTD | -2.9% | +47.0% | -49.9% | -15.2% |
| 1Y | -9.0% | +54.0% | -63.0% | -21.8% |
| 3Y | -4.3% | +70.7% | -75.0% | -22.5% |
| 5Y | +19.4% | +86.7% | -67.2% | -8.1% |
| 10Y | +218.1% | +154.0% | +64.1% | +107.8% |
| All | +2,518.3% | +3,394.0% | -875.7% | +683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling