+19.3%
MRSH vs TDY
+16.1%
+3.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -1.4% |
| 7D | +6.3% | -12.7% | +18.9% | +4.2% |
| 30D | +21.9% | -4.9% | +26.8% | +21.0% |
| 3M | +9.4% | -13.5% | +22.8% | +7.0% |
| 6M | +25.9% | -6.4% | +32.3% | +24.8% |
| YTD | +14.7% | +15.9% | -1.2% | +12.3% |
| 1Y | +19.3% | +15.4% | +3.9% | +16.8% |
| All | +19.3% | +16.1% | +3.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling