+19.4%
MRSH vs THC
+254.2%
-234.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.5% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -7.3% | +1.5% | -8.8% | -7.5% |
| 3M | +6.7% | +59.9% | -53.2% | -0.3% |
| 6M | +3.0% | +11.0% | -8.0% | +1.0% |
| YTD | -2.9% | +32.6% | -35.5% | -7.4% |
| 1Y | -9.0% | +37.4% | -46.4% | -13.9% |
| 3Y | -4.3% | +252.5% | -256.9% | -24.1% |
| 5Y | +19.4% | +262.3% | -242.9% | -7.7% |
| All | +19.4% | +254.2% | -234.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling