-53.4%
TE vs MRSH
+75.8%
-129.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.7% |
| 7D | +0.9% | -5.9% | +6.8% | +1.5% |
| 30D | -16.3% | -7.3% | -9.0% | -15.6% |
| 3M | -40.8% | +6.7% | -47.4% | -42.1% |
| 6M | -42.6% | +3.0% | -45.6% | -43.8% |
| YTD | -31.4% | -2.9% | -28.5% | -32.0% |
| 1Y | +144.9% | -9.0% | +153.9% | +148.5% |
| 3Y | -26.0% | -4.3% | -21.7% | -27.7% |
| 5Y | -48.5% | +19.4% | -67.9% | -53.4% |
| All | -53.4% | +75.8% | -129.1% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling