-5.0%
MRSH vs TRMB
+12.4%
-17.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.4% |
| 7D | -4.8% | -3.0% | -1.7% | -4.4% |
| 30D | -6.3% | +2.3% | -8.7% | -6.6% |
| 3M | +5.8% | +15.3% | -9.5% | +4.0% |
| 6M | +2.8% | -14.7% | +17.5% | +4.1% |
| YTD | -3.1% | -26.4% | +23.3% | -0.6% |
| 1Y | -11.3% | -30.4% | +19.1% | -8.6% |
| 3Y | -5.0% | +13.5% | -18.5% | -4.5% |
| All | -5.0% | +12.4% | -17.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling