+302.0%
TRV vs MRSH
+218.8%
+83.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +1.9% | -4.8% | +6.7% | +5.1% |
| 30D | +1.7% | -6.3% | +8.0% | +5.9% |
| 3M | +23.9% | +5.8% | +18.1% | +18.9% |
| 6M | +26.3% | +2.8% | +23.5% | +22.7% |
| YTD | +30.8% | -3.1% | +33.9% | +31.4% |
| 1Y | +36.3% | -11.3% | +47.6% | +44.7% |
| 3Y | +145.0% | -5.0% | +150.0% | +147.5% |
| 5Y | +163.9% | +19.2% | +144.7% | +122.5% |
| All | +302.0% | +218.8% | +83.2% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling