+181.2%
TSCO vs MRSH
+218.8%
-37.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.7% | -4.8% | -0.9% | -3.6% |
| 30D | -8.8% | -6.3% | -2.4% | -6.1% |
| 3M | +6.3% | +5.8% | +0.5% | +3.2% |
| 6M | -32.3% | +2.8% | -35.1% | -33.6% |
| YTD | -32.7% | -3.1% | -29.6% | -32.7% |
| 1Y | -43.7% | -11.3% | -32.4% | -41.4% |
| 3Y | -19.7% | -5.0% | -14.7% | -19.7% |
| 5Y | -11.6% | +19.2% | -30.8% | -21.5% |
| All | +181.2% | +218.8% | -37.6% | +63.7% |
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