+22.7%
MRSH vs MTSI
+331.9%
-309.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -2.9% |
| 7D | -3.8% | +4.9% | -8.6% | -3.9% |
| 30D | -5.8% | -11.6% | +5.8% | -5.5% |
| 3M | +11.7% | -24.1% | +35.8% | +12.7% |
| 6M | -0.3% | +32.4% | -32.8% | -4.5% |
| YTD | -1.1% | +60.4% | -61.6% | -7.4% |
| 1Y | -9.5% | +111.0% | -120.4% | -18.2% |
| 3Y | -2.6% | +246.1% | -248.7% | -22.7% |
| 5Y | +22.7% | +340.3% | -317.6% | -12.7% |
| All | +22.7% | +331.9% | -309.1% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling