-48.1%
TOST vs MRSH
+22.0%
-70.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -0.9% |
| 7D | -4.7% | -5.9% | +1.2% | -0.1% |
| 30D | -9.1% | -7.3% | -1.8% | -3.4% |
| 3M | +29.8% | +7.4% | +22.4% | +22.0% |
| 6M | +10.0% | -0.7% | +10.7% | +9.7% |
| YTD | -8.6% | -3.2% | -5.5% | -7.9% |
| 1Y | -20.7% | -10.6% | -10.1% | -14.9% |
| 3Y | +55.7% | -4.6% | +60.3% | +45.0% |
| All | -48.1% | +22.0% | -70.1% | -66.4% |
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 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