-49.3%
TE vs MRSH
+18.2%
-67.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.2% | -4.8% | +5.0% | +0.8% |
| 30D | -5.9% | -6.3% | +0.4% | -5.1% |
| 3M | -45.6% | +5.8% | -51.4% | -47.3% |
| 6M | -43.4% | +2.8% | -46.2% | -45.0% |
| YTD | -31.0% | -3.1% | -27.9% | -31.7% |
| 1Y | +145.2% | -11.3% | +156.5% | +155.6% |
| 3Y | -24.1% | -5.0% | -19.1% | -28.6% |
| All | -49.3% | +18.2% | -67.5% | -61.9% |
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