+148.6%
TE vs MRSH
-7.9%
+156.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +0.3% |
| 7D | -4.0% | -3.6% | -0.4% | -6.7% |
| 30D | -15.9% | -3.0% | -12.9% | -17.8% |
| 3M | -60.5% | +15.8% | -76.4% | -56.6% |
| 6M | -35.2% | +1.6% | -36.8% | -28.6% |
| YTD | -31.1% | +1.7% | -32.9% | -23.3% |
| 1Y | +148.6% | -8.0% | +156.7% | +216.7% |
| All | +148.6% | -7.9% | +156.5% | +216.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling