+6,467.7%
TRV vs MRSH
+3,270.6%
+3,197.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -1.5% | -5.9% | +4.5% | +1.7% |
| 30D | -1.8% | -7.3% | +5.5% | +2.1% |
| 3M | +21.6% | +6.7% | +14.9% | +17.1% |
| 6M | +22.5% | +3.0% | +19.5% | +19.6% |
| YTD | +28.1% | -2.9% | +31.1% | +28.6% |
| 1Y | +37.0% | -9.0% | +46.0% | +42.0% |
| 3Y | +141.9% | -4.3% | +146.2% | +143.7% |
| 5Y | +158.5% | +19.4% | +139.1% | +128.4% |
| 10Y | +297.5% | +218.1% | +79.5% | +112.2% |
| All | +6,467.7% | +3,270.6% | +3,197.1% | +1,119.6% |
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 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