+217.3%
MRSH vs MTSI
+571.2%
-353.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.2% | -2.4% |
| 7D | -5.9% | +11.1% | -16.9% | -6.7% |
| 30D | -7.3% | -3.7% | -3.6% | -7.2% |
| 3M | +7.4% | -20.2% | +27.7% | +8.8% |
| 6M | -0.7% | +30.8% | -31.5% | -5.4% |
| YTD | -3.2% | +67.0% | -70.2% | -10.7% |
| 1Y | -10.6% | +120.4% | -131.1% | -20.7% |
| 3Y | -4.6% | +260.4% | -265.0% | -22.8% |
| 5Y | +19.3% | +356.3% | -337.0% | -8.1% |
| 10Y | +217.3% | +581.1% | -363.8% | +101.5% |
| All | +217.3% | +571.2% | -353.9% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling