-45.7%
TOST vs MRSH
+28.1%
-73.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.2% |
| 7D | -3.4% | -3.6% | +0.2% | -0.6% |
| 30D | -2.4% | -3.0% | +0.6% | -0.1% |
| 3M | +34.6% | +15.8% | +18.8% | +19.2% |
| 6M | +15.2% | +1.6% | +13.6% | +12.9% |
| YTD | -4.4% | +1.7% | -6.1% | -7.3% |
| 1Y | -17.4% | -8.0% | -9.4% | -13.1% |
| 3Y | +54.5% | -0.3% | +54.7% | +39.4% |
| All | -45.7% | +28.1% | -73.8% | -66.2% |
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