+8.2%
MRSH vs TYL
+1.2%
+7.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | +16.2% | +22.1% | -5.9% | +10.9% |
| 3M | +9.5% | +33.4% | -23.8% | +2.4% |
| 6M | +27.3% | +36.8% | -9.5% | +18.0% |
| YTD | +13.3% | -6.7% | +20.0% | +12.0% |
| 1Y | +15.0% | -9.2% | +24.2% | +14.4% |
| All | +8.2% | +1.2% | +7.0% | +5.5% |
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