+269.7%
MRSH vs TRU
+228.8%
+40.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -4.8% | -2.7% | -2.0% | -4.0% |
| 30D | -6.3% | -2.0% | -4.3% | -5.9% |
| 3M | +5.8% | +18.4% | -12.6% | +0.9% |
| 6M | +2.8% | +8.9% | -6.1% | -0.1% |
| YTD | -3.1% | -8.9% | +5.8% | -1.9% |
| 1Y | -11.3% | -15.9% | +4.6% | -8.7% |
| 3Y | -5.0% | -1.1% | -3.9% | -11.4% |
| 5Y | +19.2% | -35.2% | +54.4% | +25.6% |
| 10Y | +217.4% | +145.3% | +72.1% | +125.5% |
| All | +269.7% | +228.8% | +40.9% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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