-5.0%
MRSH vs TW
+19.1%
-24.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -4.8% | -4.5% | -0.3% | -3.7% |
| 30D | -6.3% | -2.3% | -4.1% | -5.8% |
| 3M | +5.8% | +2.6% | +3.2% | +5.0% |
| 6M | +2.8% | -17.5% | +20.3% | +7.0% |
| YTD | -3.1% | -5.3% | +2.2% | -2.3% |
| 1Y | -11.3% | -14.8% | +3.5% | -8.3% |
| 3Y | -5.0% | +18.8% | -23.8% | -8.0% |
| All | -5.0% | +19.1% | -24.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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