-8.0%
MRSH vs MTSI
+105.1%
-113.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -0.9% |
| 7D | -3.6% | +1.4% | -5.0% | -3.3% |
| 30D | -3.0% | +2.1% | -5.1% | -2.2% |
| 3M | +15.8% | -29.7% | +45.6% | +11.4% |
| 6M | +1.6% | +12.5% | -11.0% | +3.0% |
| YTD | +1.7% | +57.0% | -55.3% | +7.4% |
| 1Y | -8.0% | +103.9% | -112.0% | -0.3% |
| All | -8.0% | +105.1% | -113.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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