+19.3%
MRSH vs TYL
-29.1%
+48.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.6% |
| 7D | -5.9% | -8.6% | +2.7% | -3.5% |
| 30D | -7.3% | +7.5% | -14.9% | -9.3% |
| 3M | +7.4% | +10.9% | -3.5% | +4.1% |
| 6M | -0.7% | -6.7% | +6.0% | +0.3% |
| YTD | -3.2% | -24.5% | +21.4% | +2.9% |
| 1Y | -10.6% | -38.6% | +28.0% | +0.9% |
| 3Y | -4.6% | -12.6% | +8.1% | -5.4% |
| 5Y | +19.3% | -28.2% | +47.5% | +20.9% |
| All | +19.3% | -29.1% | +48.4% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling