+1,282.5%
TSEM vs MRSH
+218.8%
+1,063.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.9% | -4.8% | -0.1% | -3.7% |
| 30D | -18.7% | -6.3% | -12.4% | -17.5% |
| 3M | -18.1% | +5.8% | -23.9% | -20.9% |
| 6M | +77.1% | +2.8% | +74.3% | +71.1% |
| YTD | +80.1% | -3.1% | +83.3% | +76.5% |
| 1Y | +220.4% | -11.3% | +231.7% | +225.2% |
| 3Y | +650.1% | -5.0% | +655.0% | +612.7% |
| 5Y | +628.9% | +19.2% | +609.7% | +490.0% |
| All | +1,282.5% | +218.8% | +1,063.7% | +542.6% |
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 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