+5.8%
MRSH vs TLN
+574.4%
-568.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -4.8% | -1.3% | -3.4% | -4.8% |
| 30D | -6.3% | -14.3% | +8.0% | -7.0% |
| 3M | +5.8% | -9.3% | +15.1% | +5.3% |
| 6M | +2.8% | -1.1% | +3.9% | +2.6% |
| YTD | -3.1% | -16.6% | +13.4% | -3.4% |
| 1Y | -11.3% | -22.0% | +10.7% | -11.5% |
| 3Y | -5.0% | +470.2% | -475.1% | -4.8% |
| All | +5.8% | +574.4% | -568.6% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling