+211.7%
MRSH vs TAP
-49.9%
+261.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -4.8% | -3.9% | -0.9% | -3.8% |
| 30D | -6.3% | -5.3% | -1.1% | -5.1% |
| 3M | +5.8% | -3.8% | +9.6% | +6.7% |
| 6M | +2.8% | -11.4% | +14.2% | +5.4% |
| YTD | -3.1% | -13.7% | +10.6% | -0.3% |
| 1Y | -11.3% | -17.2% | +5.9% | -8.0% |
| 3Y | -5.0% | -33.1% | +28.1% | +2.6% |
| 5Y | +19.2% | +0.8% | +18.4% | +14.0% |
| All | +211.7% | -49.9% | +261.6% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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