+18.4%
MRSH vs TLN
-17.6%
+36.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.5% | +11.9% | +1.9% |
| 7D | +9.4% | -6.0% | +15.4% | +8.5% |
| 30D | +23.4% | -1.5% | +25.0% | +23.5% |
| 3M | +9.9% | -3.9% | +13.8% | +9.9% |
| 6M | +26.0% | -15.0% | +41.1% | +24.7% |
| YTD | +15.2% | -12.8% | +28.0% | +16.2% |
| 1Y | +18.4% | -17.3% | +35.7% | +18.3% |
| All | +18.4% | -17.6% | +36.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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