+320.9%
TMUS vs MRSH
+788.7%
-467.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.7% |
| 7D | -0.3% | -3.8% | +3.5% | +1.9% |
| 30D | +3.1% | -5.8% | +8.9% | +6.6% |
| 3M | +2.4% | +11.7% | -9.3% | -4.1% |
| 6M | -17.1% | -0.3% | -16.7% | -17.6% |
| YTD | -9.1% | -1.1% | -7.9% | -9.7% |
| 1Y | -23.6% | -9.5% | -14.2% | -20.5% |
| 3Y | +38.8% | -2.6% | +41.4% | +37.0% |
| 5Y | +43.0% | +22.7% | +20.2% | +20.9% |
| 10Y | +309.1% | +214.6% | +94.5% | +87.0% |
| All | +320.9% | +788.7% | -467.8% | +4.6% |
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 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