+696.3%
TEL vs MRSH
+774.3%
-78.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +1.6% | -4.8% | +6.3% | +4.8% |
| 30D | -0.7% | -6.3% | +5.7% | +3.4% |
| 3M | +2.4% | +5.8% | -3.4% | -2.5% |
| 6M | +4.1% | +2.8% | +1.3% | 0.0% |
| YTD | -5.8% | -3.1% | -2.7% | -7.0% |
| 1Y | +0.9% | -11.3% | +12.1% | +4.8% |
| 3Y | +72.6% | -5.0% | +77.6% | +66.7% |
| 5Y | +57.5% | +19.2% | +38.4% | +28.5% |
| 10Y | +313.6% | +217.4% | +96.3% | +67.2% |
| All | +696.3% | +774.3% | -78.0% | +49.9% |
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 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