+211.7%
MRSH vs THC
+1,022.1%
-810.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | -6.3% | -1.2% | -5.2% | -6.2% |
| 3M | +5.8% | +52.3% | -46.5% | +0.6% |
| 6M | +2.8% | +12.4% | -9.6% | +0.9% |
| YTD | -3.1% | +32.7% | -35.8% | -6.9% |
| 1Y | -11.3% | +36.4% | -47.6% | -15.2% |
| 3Y | -5.0% | +259.3% | -264.3% | -20.3% |
| 5Y | +19.2% | +262.7% | -243.5% | -2.5% |
| All | +211.7% | +1,022.1% | -810.4% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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