+3,431.3%
MRSH vs THC
+508.9%
+2,922.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -3.0% | +1.3% | -4.3% | -3.2% |
| 3M | +15.8% | +64.2% | -48.4% | +8.6% |
| 6M | +1.6% | +8.3% | -6.7% | 0.0% |
| YTD | +1.7% | +33.4% | -31.7% | -2.7% |
| 1Y | -8.0% | +37.7% | -45.7% | -12.5% |
| 3Y | -0.3% | +236.8% | -237.1% | -16.9% |
| 5Y | +25.9% | +249.3% | -223.4% | +1.9% |
| 10Y | +222.0% | +995.2% | -773.3% | +101.0% |
| All | +3,431.3% | +508.9% | +2,922.4% | +1,704.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling