+811.6%
MRSH vs TRGP
+2,246.2%
-1,434.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -5.9% | -0.6% | -5.4% | -5.9% |
| 30D | -7.3% | +10.0% | -17.3% | -8.6% |
| 3M | +6.7% | +7.6% | -0.9% | +5.3% |
| 6M | +3.0% | +26.8% | -23.8% | -0.8% |
| YTD | -2.9% | +60.6% | -63.5% | -9.8% |
| 1Y | -9.0% | +82.5% | -91.5% | -17.1% |
| 3Y | -4.3% | +265.0% | -269.3% | -22.2% |
| 5Y | +19.4% | +645.9% | -626.5% | -13.2% |
| 10Y | +218.1% | +850.6% | -632.6% | +97.3% |
| All | +811.6% | +2,246.2% | -1,434.7% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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