+211.7%
MRSH vs TYL
+101.5%
+110.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.8% | -7.5% | +2.8% | -2.6% |
| 30D | -6.3% | +6.0% | -12.3% | -8.0% |
| 3M | +5.8% | +13.9% | -8.1% | +1.5% |
| 6M | +2.8% | -3.3% | +6.1% | +3.0% |
| YTD | -3.1% | -25.8% | +22.7% | +3.9% |
| 1Y | -11.3% | -39.2% | +28.0% | +1.0% |
| 3Y | -5.0% | -13.2% | +8.2% | -5.2% |
| 5Y | +19.2% | -28.6% | +47.8% | +23.4% |
| All | +211.7% | +101.5% | +110.2% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling