+16.6%
MRSH vs MTSI
+41.9%
-25.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | +2.0% |
| 7D | -1.4% | +7.2% | -8.5% | +0.2% |
| 30D | +17.5% | -18.4% | +36.0% | +14.8% |
| 3M | +9.1% | -16.7% | +25.8% | +7.8% |
| 6M | +29.9% | -31.7% | +61.6% | +25.9% |
| YTD | +14.3% | +45.9% | -31.6% | +19.9% |
| 1Y | +16.6% | +47.0% | -30.4% | +22.2% |
| All | +16.6% | +41.9% | -25.3% | +22.2% |
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