+212.3%
MRSH vs TPR
+318.3%
-105.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | -5.9% | -5.1% | -0.8% | -5.2% |
| 30D | -7.3% | -27.6% | +20.3% | -2.9% |
| 3M | +6.7% | -17.5% | +24.1% | +9.3% |
| 6M | +3.0% | -21.3% | +24.3% | +5.8% |
| YTD | -2.9% | -8.5% | +5.6% | -3.0% |
| 1Y | -9.0% | +11.5% | -20.4% | -12.2% |
| 3Y | -4.3% | +288.0% | -292.3% | -27.9% |
| 5Y | +19.4% | +225.2% | -205.7% | -9.6% |
| All | +212.3% | +318.3% | -105.9% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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