+19.4%
MRSH vs TAP
-2.6%
+22.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.9% | -5.3% | -0.7% | -4.9% |
| 30D | -7.3% | -7.4% | +0.1% | -5.9% |
| 3M | +6.7% | -4.9% | +11.6% | +7.7% |
| 6M | +3.0% | -14.2% | +17.2% | +5.8% |
| YTD | -2.9% | -14.8% | +11.9% | -0.4% |
| 1Y | -9.0% | -18.1% | +9.1% | -6.0% |
| 3Y | -4.3% | -32.7% | +28.4% | +2.0% |
| 5Y | +19.4% | -0.5% | +19.9% | +18.0% |
| All | +19.4% | -2.6% | +22.0% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling