+46,929.1%
TSCO vs MRSH
+2,683.9%
+44,245.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.7% | -4.8% | -0.9% | -4.1% |
| 30D | -8.8% | -6.3% | -2.4% | -6.7% |
| 3M | +6.3% | +5.8% | +0.5% | +4.1% |
| 6M | -32.3% | +2.8% | -35.1% | -33.2% |
| YTD | -32.7% | -3.1% | -29.6% | -32.6% |
| 1Y | -43.7% | -11.3% | -32.4% | -42.0% |
| 3Y | -19.7% | -5.0% | -14.7% | -19.5% |
| 5Y | -11.6% | +19.2% | -30.8% | -17.9% |
| 10Y | +184.1% | +217.4% | -33.3% | +90.8% |
| All | +46,929.1% | +2,683.9% | +44,245.3% | +30,327.6% |
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