+229.2%
TER vs MRSH
-9.2%
+238.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.3% |
| 7D | +6.4% | -4.8% | +11.1% | +0.8% |
| 30D | -5.7% | -6.3% | +0.6% | -11.7% |
| 3M | -0.4% | +5.8% | -6.2% | +9.4% |
| 6M | +25.8% | +2.8% | +23.0% | +39.4% |
| YTD | +96.4% | -3.1% | +99.5% | +111.9% |
| 1Y | +229.2% | -11.3% | +240.5% | +260.7% |
| All | +229.2% | -9.2% | +238.5% | +260.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling