+34.3%
TRV vs MRSH
-7.9%
+42.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -0.1% | -3.6% | +3.4% | +1.2% |
| 30D | -3.4% | -3.0% | -0.4% | -2.3% |
| 3M | +26.4% | +15.8% | +10.6% | +19.7% |
| 6M | +19.3% | +1.6% | +17.7% | +17.8% |
| YTD | +28.3% | +1.7% | +26.6% | +26.7% |
| 1Y | +34.3% | -8.0% | +42.3% | +37.8% |
| All | +34.3% | -7.9% | +42.1% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling