+260.4%
MRSH vs TYL
+183.3%
+77.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -1.8% | -1.6% | -0.2% | -1.3% |
| 30D | +16.2% | +22.1% | -5.9% | +9.5% |
| 3M | +9.5% | +33.4% | -23.8% | +0.3% |
| 6M | +27.3% | +36.8% | -9.5% | +15.3% |
| YTD | +13.3% | -6.7% | +20.0% | +13.4% |
| 1Y | +15.0% | -9.2% | +24.2% | +16.0% |
| 3Y | +8.1% | +1.2% | +6.9% | +3.3% |
| 5Y | +33.7% | -23.0% | +56.7% | +35.9% |
| All | +260.4% | +183.3% | +77.1% | +158.2% |
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