+146.9%
TOST vs MRSH
+9.3%
+137.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.6% | -1.4% | -2.2% | -3.1% |
| 30D | +8.9% | +17.5% | -8.7% | +2.5% |
| 3M | -2.2% | +9.1% | -11.4% | -5.5% |
| 6M | +41.0% | +29.9% | +11.1% | +28.7% |
| YTD | -4.0% | +14.3% | -18.3% | -9.8% |
| 1Y | -9.6% | +16.6% | -26.2% | -15.5% |
| All | +146.9% | +9.3% | +137.6% | +157.3% |
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 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