+4.2%
TSEM vs MRSH
+2,872.4%
-2,868.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +0.9% | -5.9% | +6.9% | +2.9% |
| 30D | -16.6% | -7.3% | -9.3% | -14.7% |
| 3M | -10.9% | +6.7% | -17.6% | -14.3% |
| 6M | +78.0% | +3.0% | +75.0% | +71.5% |
| YTD | +77.2% | -2.9% | +80.1% | +72.8% |
| 1Y | +207.6% | -9.0% | +216.5% | +205.2% |
| 3Y | +637.8% | -4.3% | +642.1% | +608.6% |
| 5Y | +617.0% | +19.4% | +597.5% | +526.5% |
| 10Y | +1,270.7% | +218.1% | +1,052.6% | +740.4% |
| All | +4.2% | +2,872.4% | -2,868.2% | -61.8% |
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