+20.2%
MRSH vs TXG
-62.8%
+83.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.4% |
| 7D | -4.8% | +9.5% | -14.2% | -5.2% |
| 30D | -6.3% | +18.8% | -25.1% | -7.3% |
| 3M | +5.8% | +136.1% | -130.3% | +0.2% |
| 6M | +2.8% | +235.2% | -232.4% | -5.3% |
| YTD | -3.1% | +320.5% | -323.7% | -12.3% |
| 1Y | -11.3% | +425.2% | -436.5% | -21.5% |
| 3Y | -5.0% | +42.9% | -47.9% | -8.3% |
| All | +20.2% | -62.8% | +83.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling