+8.7%
MRSH vs MTSI
+210.0%
-201.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.1% |
| 7D | +1.6% | -3.8% | +5.5% | +1.6% |
| 30D | +17.7% | -31.4% | +49.1% | +14.9% |
| 3M | +9.1% | -23.8% | +32.8% | +7.8% |
| 6M | +28.2% | -37.1% | +65.3% | +26.0% |
| YTD | +14.0% | +32.2% | -18.2% | +13.3% |
| 1Y | +18.7% | +26.9% | -8.2% | +18.0% |
| 3Y | +8.7% | +193.7% | -185.0% | +6.7% |
| All | +8.7% | +210.0% | -201.3% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling