+110.2%
T vs MRSH
-4.9%
+115.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.5% | -4.8% | +6.2% | +2.9% |
| 30D | +7.5% | -6.3% | +13.8% | +9.5% |
| 3M | +14.8% | +5.8% | +9.0% | +12.9% |
| 6M | -1.7% | +2.8% | -4.5% | -2.8% |
| YTD | +8.7% | -3.1% | +11.8% | +9.2% |
| 1Y | -7.5% | -11.3% | +3.8% | -4.5% |
| 3Y | +110.2% | -5.0% | +115.2% | +112.5% |
| All | +110.2% | -4.9% | +115.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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