+3,431.3%
MRSH vs TYL
+12,593.6%
-9,162.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.1% |
| 7D | -3.6% | -3.7% | +0.1% | -3.2% |
| 30D | -3.0% | +18.7% | -21.7% | -4.6% |
| 3M | +15.8% | +18.1% | -2.3% | +13.9% |
| 6M | +1.6% | -1.1% | +2.7% | +1.5% |
| YTD | +1.7% | -19.8% | +21.5% | +3.3% |
| 1Y | -8.0% | -34.3% | +26.3% | -4.9% |
| 3Y | -0.3% | -8.2% | +8.0% | -0.4% |
| 5Y | +25.9% | -25.4% | +51.3% | +27.4% |
| 10Y | +222.0% | +115.6% | +106.4% | +196.8% |
| All | +3,431.3% | +12,593.6% | -9,162.4% | +2,186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling