+25.8%
TMO vs MRSH
-7.9%
+33.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.5% |
| 7D | -1.4% | -3.6% | +2.2% | -0.8% |
| 30D | +6.2% | -3.0% | +9.2% | +6.7% |
| 3M | +27.5% | +15.8% | +11.6% | +24.9% |
| 6M | +20.0% | +1.6% | +18.4% | +17.9% |
| YTD | +6.1% | +1.7% | +4.4% | +4.8% |
| 1Y | +25.8% | -8.0% | +33.9% | +24.6% |
| All | +25.8% | -7.9% | +33.7% | +24.6% |
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 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