-4.8%
MRSH vs TXT
+4.6%
-9.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -7.3% | -10.2% | +2.9% | -6.0% |
| 3M | +6.7% | -13.3% | +19.9% | +8.3% |
| 6M | +3.0% | -14.4% | +17.3% | +4.6% |
| YTD | -2.9% | -9.1% | +6.2% | -2.7% |
| 1Y | -9.0% | -2.2% | -6.8% | -10.1% |
| All | -4.8% | +4.6% | -9.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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