+483.7%
MRSH vs TPR
+8,009.8%
-7,526.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +16.5% | +15.1% | +1.4% | +13.0% |
| 3M | +10.8% | +3.5% | +7.2% | +9.8% |
| 6M | +32.1% | +0.4% | +31.6% | +30.8% |
| YTD | +14.5% | +4.6% | +9.8% | +11.2% |
| 1Y | +15.5% | +33.1% | -17.6% | +6.5% |
| 3Y | +9.3% | +396.0% | -386.6% | -27.2% |
| 5Y | +35.1% | +230.3% | -195.2% | -4.7% |
| 10Y | +263.2% | +368.4% | -105.3% | +108.4% |
| All | +483.7% | +8,009.8% | -7,526.1% | +52.1% |
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