+69.5%
T vs MRSH
+18.2%
+51.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.5% | -4.8% | +6.2% | +3.0% |
| 30D | +7.5% | -6.3% | +13.8% | +9.7% |
| 3M | +14.8% | +5.8% | +9.0% | +12.7% |
| 6M | -1.7% | +2.8% | -4.5% | -3.0% |
| YTD | +8.7% | -3.1% | +11.8% | +9.1% |
| 1Y | -7.5% | -11.3% | +3.8% | -4.6% |
| 3Y | +110.2% | -5.0% | +115.2% | +112.2% |
| All | +69.5% | +18.2% | +51.3% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling