+19.6%
TMO vs MRSH
-4.9%
+24.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.6% | -4.8% | +4.1% | +0.7% |
| 30D | +1.1% | -6.3% | +7.5% | +3.0% |
| 3M | +28.3% | +5.8% | +22.5% | +26.2% |
| 6M | +23.3% | +2.8% | +20.5% | +21.7% |
| YTD | +5.5% | -3.1% | +8.6% | +5.7% |
| 1Y | +24.5% | -11.3% | +35.8% | +28.2% |
| 3Y | +19.6% | -5.0% | +24.5% | +21.3% |
| All | +19.6% | -4.9% | +24.4% | +21.3% |
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 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