+84.6%
TGT vs MRSH
-7.9%
+92.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.8% | -3.6% | +4.4% | +1.5% |
| 30D | +12.2% | -3.0% | +15.2% | +12.8% |
| 3M | +33.8% | +15.8% | +18.0% | +31.2% |
| 6M | +39.3% | +1.6% | +37.7% | +38.7% |
| YTD | +72.9% | +1.7% | +71.1% | +72.1% |
| 1Y | +84.6% | -8.0% | +92.6% | +84.4% |
| All | +84.6% | -7.9% | +92.4% | +84.4% |
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