+317.5%
TMUS vs MRSH
+218.8%
+98.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +0.4% | -4.8% | +5.2% | +2.8% |
| 30D | +3.5% | -6.3% | +9.9% | +6.8% |
| 3M | -1.3% | +5.8% | -7.1% | -4.1% |
| 6M | -13.6% | +2.8% | -16.4% | -15.2% |
| YTD | -8.8% | -3.1% | -5.6% | -8.3% |
| 1Y | -22.9% | -11.3% | -11.6% | -19.3% |
| 3Y | +36.7% | -5.0% | +41.7% | +37.4% |
| 5Y | +46.6% | +19.2% | +27.4% | +29.7% |
| All | +317.5% | +218.8% | +98.7% | +136.4% |
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