-47.2%
TSLL vs MRSH
+31.7%
-78.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.5% |
| 7D | +33.0% | -1.8% | +34.7% | +33.2% |
| 30D | +7.7% | +16.2% | -8.5% | +5.1% |
| 3M | +34.7% | +9.5% | +25.2% | +32.9% |
| 6M | -31.5% | +27.3% | -58.9% | -36.5% |
| YTD | -42.4% | +13.3% | -55.7% | -43.9% |
| 1Y | -39.7% | +15.0% | -54.7% | -42.1% |
| 3Y | +3.4% | +8.1% | -4.7% | +6.6% |
| All | -47.2% | +31.7% | -78.9% | -52.6% |
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