+41.8%
TGT vs MRSH
-4.9%
+46.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -4.8% | -0.5% | -4.2% |
| 30D | +1.2% | -6.3% | +7.5% | +2.6% |
| 3M | +18.4% | +5.8% | +12.6% | +17.3% |
| 6M | +33.4% | +2.8% | +30.7% | +32.6% |
| YTD | +63.8% | -3.1% | +66.9% | +64.4% |
| 1Y | +77.2% | -11.3% | +88.4% | +80.8% |
| 3Y | +41.8% | -5.0% | +46.8% | +44.7% |
| All | +41.8% | -4.9% | +46.7% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling