-8.0%
MRSH vs TNA
+70.0%
-78.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.4% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -3.0% | -4.9% | +1.9% | -3.2% |
| 3M | +15.8% | +0.4% | +15.5% | +15.9% |
| 6M | +1.6% | +32.5% | -31.0% | +1.8% |
| YTD | +1.7% | +53.7% | -52.0% | +0.8% |
| 1Y | -8.0% | +65.1% | -73.1% | -8.6% |
| All | -8.0% | +70.0% | -78.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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