+418.7%
MRSH vs TPR
+7,380.8%
-6,962.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | -2.3% | -1.3% | -3.1% |
| 30D | -3.0% | -23.0% | +20.0% | +1.9% |
| 3M | +15.8% | -12.5% | +28.3% | +18.3% |
| 6M | +1.6% | -21.4% | +23.0% | +5.3% |
| YTD | +1.7% | -3.5% | +5.2% | +0.6% |
| 1Y | -8.0% | +17.4% | -25.4% | -13.1% |
| 3Y | -0.3% | +291.3% | -291.5% | -30.1% |
| 5Y | +25.9% | +241.9% | -216.0% | -12.1% |
| 10Y | +222.0% | +322.7% | -100.7% | +89.0% |
| All | +418.7% | +7,380.8% | -6,962.0% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling