+159.7%
TRV vs MRSH
+18.2%
+141.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +1.9% | -4.8% | +6.7% | +4.4% |
| 30D | +1.7% | -6.3% | +8.0% | +5.0% |
| 3M | +23.9% | +5.8% | +18.1% | +20.0% |
| 6M | +26.3% | +2.8% | +23.5% | +23.5% |
| YTD | +30.8% | -3.1% | +33.9% | +31.6% |
| 1Y | +36.3% | -11.3% | +47.6% | +43.5% |
| 3Y | +145.0% | -5.0% | +150.0% | +151.3% |
| All | +159.7% | +18.2% | +141.5% | +131.6% |
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