+2,618.9%
TFC vs MRSH
+3,262.1%
-643.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.3% |
| 7D | -1.3% | -5.9% | +4.6% | +2.0% |
| 30D | -2.3% | -7.3% | +5.0% | +1.8% |
| 3M | +2.5% | +7.4% | -5.0% | -2.2% |
| 6M | +9.5% | -0.7% | +10.2% | +8.4% |
| YTD | +5.1% | -3.2% | +8.2% | +5.0% |
| 1Y | +15.5% | -10.6% | +26.1% | +20.4% |
| 3Y | +95.2% | -4.6% | +99.7% | +93.6% |
| 5Y | +14.5% | +19.3% | -4.8% | -0.4% |
| 10Y | +97.2% | +217.3% | -120.1% | +2.5% |
| All | +2,618.9% | +3,262.1% | -643.2% | +516.8% |
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