+212.3%
MRSH vs TMF
-86.4%
+298.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.1% |
| 7D | -5.9% | -4.8% | -1.1% | -6.1% |
| 30D | -7.3% | -4.9% | -2.4% | -7.5% |
| 3M | +6.7% | -13.4% | +20.1% | +6.1% |
| 6M | +3.0% | -23.0% | +26.0% | +2.0% |
| YTD | -2.9% | -20.2% | +17.3% | -3.7% |
| 1Y | -9.0% | -26.5% | +17.5% | -9.9% |
| 3Y | -4.3% | -45.2% | +40.9% | -6.1% |
| 5Y | +19.4% | -88.4% | +107.9% | +3.5% |
| All | +212.3% | -86.4% | +298.8% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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