+111.6%
MRSH vs TW
+209.8%
-98.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -5.9% | -2.7% | -3.2% | -5.2% |
| 30D | -7.3% | -1.7% | -5.6% | -6.9% |
| 3M | +6.7% | +1.6% | +5.1% | +5.8% |
| 6M | +3.0% | -17.7% | +20.7% | +8.4% |
| YTD | -2.9% | -4.3% | +1.4% | -2.5% |
| 1Y | -9.0% | -13.1% | +4.1% | -6.1% |
| 3Y | -4.3% | +20.3% | -24.6% | -12.2% |
| 5Y | +19.4% | +22.0% | -2.5% | +7.0% |
| All | +111.6% | +209.8% | -98.3% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling