+33.0%
TMUS vs MRSH
-4.9%
+37.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.6% |
| 7D | -5.3% | -5.9% | +0.5% | -3.1% |
| 30D | +0.1% | -7.3% | +7.4% | +3.1% |
| 3M | -0.6% | +7.4% | -8.1% | -3.2% |
| 6M | -17.5% | -0.7% | -16.9% | -17.5% |
| YTD | -11.3% | -3.2% | -8.1% | -10.6% |
| 1Y | -25.4% | -10.6% | -14.8% | -22.5% |
| All | +33.0% | -4.9% | +37.9% | +38.4% |
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 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