-20.7%
TLT vs MRSH
+218.8%
-239.5%
-48.4%
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% | +0.1% |
| 7D | -1.6% | -4.8% | +3.1% | -1.9% |
| 30D | -1.1% | -6.3% | +5.2% | -1.5% |
| 3M | -4.9% | +5.8% | -10.7% | -4.5% |
| 6M | -5.0% | +2.8% | -7.8% | -4.8% |
| YTD | -4.4% | -3.1% | -1.2% | -4.4% |
| 1Y | -6.4% | -11.3% | +4.9% | -7.0% |
| 3Y | -2.0% | -5.0% | +3.0% | -1.6% |
| 5Y | -35.0% | +19.2% | -54.2% | -32.8% |
| All | -20.7% | +218.8% | -239.5% | -1.3% |
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