+20.2%
MRSH vs TPR
+229.3%
-209.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | -4.8% | -3.0% | -1.8% | -4.5% |
| 30D | -6.3% | -22.6% | +16.3% | -4.1% |
| 3M | +5.8% | -18.2% | +24.0% | +7.6% |
| 6M | +2.8% | -18.0% | +20.8% | +4.2% |
| YTD | -3.1% | -6.4% | +3.3% | -3.6% |
| 1Y | -11.3% | +12.3% | -23.6% | -13.9% |
| 3Y | -5.0% | +298.7% | -303.6% | -25.1% |
| All | +20.2% | +229.3% | -209.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling