+556.3%
MRSH vs TRI
+509.5%
+46.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -4.8% | -7.9% | +3.1% | -1.6% |
| 30D | -6.3% | -4.5% | -1.8% | -4.9% |
| 3M | +5.8% | +22.1% | -16.3% | -3.9% |
| 6M | +2.8% | -2.8% | +5.6% | +1.5% |
| YTD | -3.1% | -23.4% | +20.3% | +4.1% |
| 1Y | -11.3% | -41.5% | +30.3% | +6.8% |
| 3Y | -5.0% | -19.2% | +14.2% | -3.1% |
| 5Y | +19.2% | -9.4% | +28.6% | +14.8% |
| 10Y | +217.4% | +195.6% | +21.8% | +79.4% |
| All | +556.3% | +509.5% | +46.8% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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