+203.6%
TGT vs MRSH
+218.8%
-15.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.2% | -4.8% | -0.5% | -3.1% |
| 30D | +1.2% | -6.3% | +7.5% | +4.2% |
| 3M | +18.4% | +5.8% | +12.6% | +15.3% |
| 6M | +33.4% | +2.8% | +30.7% | +30.8% |
| YTD | +63.8% | -3.1% | +66.9% | +64.1% |
| 1Y | +77.2% | -11.3% | +88.4% | +84.6% |
| 3Y | +41.8% | -5.0% | +46.8% | +40.3% |
| 5Y | -25.5% | +19.2% | -44.7% | -34.8% |
| All | +203.6% | +218.8% | -15.2% | +83.6% |
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