+211.7%
MRSH vs TSN
-4.9%
+216.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -4.8% | +3.0% | -7.8% | -5.4% |
| 30D | -6.3% | -4.2% | -2.1% | -5.6% |
| 3M | +5.8% | -3.9% | +9.7% | +6.6% |
| 6M | +2.8% | -9.8% | +12.6% | +4.7% |
| YTD | -3.1% | -7.3% | +4.1% | -2.0% |
| 1Y | -11.3% | -2.2% | -9.1% | -11.4% |
| 3Y | -5.0% | +11.9% | -16.8% | -8.6% |
| 5Y | +19.2% | -16.9% | +36.1% | +21.6% |
| All | +211.7% | -4.9% | +216.6% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling