+3,262.1%
MRSH vs TXT
+2,092.6%
+1,169.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | -5.9% | +0.8% | -6.7% | -6.1% |
| 30D | -7.3% | -10.4% | +3.1% | -4.6% |
| 3M | +7.4% | -14.3% | +21.8% | +11.5% |
| 6M | -0.7% | -15.1% | +14.4% | +2.9% |
| YTD | -3.2% | -8.3% | +5.2% | -1.9% |
| 1Y | -10.6% | -0.7% | -9.9% | -11.5% |
| 3Y | -4.6% | +6.0% | -10.5% | -8.7% |
| 5Y | +19.3% | +12.5% | +6.8% | +11.1% |
| 10Y | +217.3% | +103.2% | +114.1% | +135.4% |
| All | +3,262.1% | +2,092.6% | +1,169.5% | +951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling