-48.9%
TOST vs MRSH
+22.3%
-71.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.8% |
| 7D | -5.9% | -5.9% | +0.1% | -1.2% |
| 30D | -8.4% | -7.3% | -1.1% | -2.8% |
| 3M | +31.4% | +6.7% | +24.8% | +24.3% |
| 6M | +10.5% | +3.0% | +7.5% | +6.9% |
| YTD | -10.1% | -2.9% | -7.1% | -9.5% |
| 1Y | -19.9% | -9.0% | -11.0% | -15.6% |
| 3Y | +53.3% | -4.3% | +57.6% | +42.4% |
| All | -48.9% | +22.3% | -71.2% | -67.0% |
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