-2.6%
MRSH vs TYL
-10.9%
+8.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.6% | -1.8% |
| 7D | -3.8% | -7.6% | +3.8% | -2.1% |
| 30D | -5.8% | +11.3% | -17.1% | -8.1% |
| 3M | +11.7% | +14.5% | -2.8% | +8.1% |
| 6M | -0.3% | -7.1% | +6.8% | -0.2% |
| YTD | -1.1% | -23.4% | +22.2% | +2.7% |
| 1Y | -9.5% | -38.6% | +29.1% | -1.0% |
| 3Y | -2.6% | -11.3% | +8.7% | -2.8% |
| All | -2.6% | -10.9% | +8.3% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling