-29.5%
TOST vs MRSH
+36.1%
-65.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.6% | -1.4% | -2.2% | -2.6% |
| 30D | +8.9% | +17.5% | -8.7% | -4.2% |
| 3M | -2.2% | +9.1% | -11.4% | -8.7% |
| 6M | +41.0% | +29.9% | +11.1% | +13.8% |
| YTD | -4.0% | +14.3% | -18.3% | -15.1% |
| 1Y | -9.6% | +16.6% | -26.2% | -21.5% |
| 3Y | +141.7% | +9.1% | +132.6% | +106.2% |
| 5Y | -29.5% | +36.4% | -65.9% | -58.6% |
| All | -29.5% | +36.1% | -65.6% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling