-0.7%
MRSH vs TXT
-14.9%
+14.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.0% |
| 7D | -5.9% | +0.8% | -6.7% | -5.8% |
| 30D | -7.3% | -10.4% | +3.1% | -8.4% |
| 3M | +7.4% | -14.3% | +21.8% | +5.4% |
| 6M | -0.7% | -15.1% | +14.4% | -2.4% |
| All | -0.7% | -14.9% | +14.3% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling