+20.2%
MRSH vs TMF
-88.5%
+108.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -5.1% | +0.3% | -4.6% |
| 30D | -6.3% | -4.6% | -1.7% | -6.2% |
| 3M | +5.8% | -16.6% | +22.4% | +6.3% |
| 6M | +2.8% | -19.9% | +22.7% | +3.3% |
| YTD | -3.1% | -20.2% | +17.0% | -2.6% |
| 1Y | -11.3% | -27.7% | +16.5% | -10.5% |
| 3Y | -5.0% | -43.9% | +39.0% | -4.3% |
| All | +20.2% | -88.5% | +108.7% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling