+20.2%
MRSH vs PBR
+552.2%
-532.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -4.8% | +5.4% | -10.1% | -5.0% |
| 30D | -6.3% | +22.9% | -29.2% | -7.3% |
| 3M | +5.8% | +19.6% | -13.8% | +4.7% |
| 6M | +2.8% | +16.5% | -13.7% | +1.9% |
| YTD | -3.1% | +86.7% | -89.8% | -6.5% |
| 1Y | -11.3% | +74.7% | -86.0% | -14.1% |
| 3Y | -5.0% | +102.6% | -107.5% | -9.6% |
| All | +20.2% | +552.2% | -532.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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