-52.3%
TEAM vs MRSH
+18.2%
-70.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.2% | -4.8% | -0.5% | -1.5% |
| 30D | +15.8% | -6.3% | +22.1% | +21.8% |
| 3M | +101.5% | +5.8% | +95.7% | +93.2% |
| 6M | +138.2% | +2.8% | +135.4% | +132.8% |
| YTD | +10.8% | -3.1% | +13.9% | +12.5% |
| 1Y | +1.7% | -11.3% | +13.0% | +10.1% |
| 3Y | -16.0% | -5.0% | -11.1% | -20.2% |
| All | -52.3% | +18.2% | -70.5% | -65.5% |
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 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