+136.3%
MRSH vs TENB
-3.6%
+140.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +0.9% |
| 7D | -5.9% | -7.1% | +1.2% | -5.0% |
| 30D | -7.3% | -15.4% | +8.1% | -5.4% |
| 3M | +6.7% | +19.5% | -12.8% | +2.8% |
| 6M | +3.0% | +54.8% | -51.8% | -5.1% |
| YTD | -2.9% | +36.1% | -39.0% | -9.2% |
| 1Y | -9.0% | +7.0% | -16.0% | -11.8% |
| 3Y | -4.3% | -27.6% | +23.3% | -3.4% |
| 5Y | +19.4% | -30.5% | +49.9% | +16.8% |
| All | +136.3% | -3.6% | +140.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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