+18.4%
MRSH vs TEM
-11.1%
+29.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +3.3% |
| 7D | +9.4% | -1.3% | +10.7% | +9.4% |
| 30D | +23.4% | -9.5% | +32.9% | +23.4% |
| 3M | +9.9% | +60.7% | -50.8% | +10.8% |
| 6M | +26.0% | +35.5% | -9.4% | +26.8% |
| YTD | +15.2% | +28.0% | -12.8% | +15.2% |
| 1Y | +18.4% | -10.5% | +28.9% | +18.5% |
| All | +18.4% | -11.1% | +29.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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