+8,187.2%
TMO vs MRSH
+3,263.4%
+4,923.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.6% | -4.8% | +4.1% | +1.2% |
| 30D | +1.1% | -6.3% | +7.5% | +3.7% |
| 3M | +28.3% | +5.8% | +22.5% | +25.2% |
| 6M | +23.3% | +2.8% | +20.5% | +21.2% |
| YTD | +5.5% | -3.1% | +8.6% | +5.6% |
| 1Y | +24.5% | -11.3% | +35.8% | +28.6% |
| 3Y | +19.6% | -5.0% | +24.5% | +19.5% |
| 5Y | +8.1% | +19.2% | -11.1% | -1.0% |
| 10Y | +336.7% | +217.4% | +119.3% | +176.5% |
| All | +8,187.2% | +3,263.4% | +4,923.8% | +2,109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling