+211.7%
MRSH vs TDY
+479.2%
-267.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -4.8% | -1.1% | -3.6% | -4.4% |
| 30D | -6.3% | -12.0% | +5.7% | -2.0% |
| 3M | +5.8% | -3.2% | +9.0% | +6.5% |
| 6M | +2.8% | -7.9% | +10.7% | +4.8% |
| YTD | -3.1% | +18.2% | -21.3% | -11.1% |
| 1Y | -11.3% | +6.7% | -17.9% | -15.4% |
| 3Y | -5.0% | +47.5% | -52.5% | -22.2% |
| 5Y | +19.2% | +39.5% | -20.3% | -1.3% |
| All | +211.7% | +479.2% | -267.6% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling