+3,332.0%
MRSH vs TAP
+787.1%
+2,544.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.1% |
| 7D | -3.8% | -2.3% | -1.4% | -3.4% |
| 30D | -5.8% | -9.4% | +3.6% | -4.1% |
| 3M | +11.7% | -0.8% | +12.5% | +11.8% |
| 6M | -0.3% | -14.7% | +14.4% | +2.3% |
| YTD | -1.1% | -13.9% | +12.8% | +1.1% |
| 1Y | -9.5% | -18.6% | +9.2% | -6.6% |
| 3Y | -2.6% | -32.0% | +29.4% | +2.9% |
| 5Y | +22.7% | -1.0% | +23.7% | +20.1% |
| 10Y | +214.6% | -51.4% | +265.9% | +235.9% |
| All | +3,332.0% | +787.1% | +2,544.9% | +2,294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling