+1,851.9%
TER vs MRSH
+218.8%
+1,633.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +6.4% | -4.8% | +11.1% | +8.8% |
| 30D | -5.7% | -6.3% | +0.6% | -3.0% |
| 3M | -0.4% | +5.8% | -6.2% | -6.8% |
| 6M | +25.8% | +2.8% | +23.0% | +17.3% |
| YTD | +96.4% | -3.1% | +99.5% | +88.2% |
| 1Y | +229.2% | -11.3% | +240.5% | +232.5% |
| 3Y | +288.1% | -5.0% | +293.1% | +255.2% |
| 5Y | +219.9% | +19.2% | +200.8% | +141.5% |
| All | +1,851.9% | +218.8% | +1,633.1% | +629.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling