+84.4%
TSM vs MRSH
-7.9%
+92.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +2.1% |
| 7D | +2.7% | -3.6% | +6.3% | +0.8% |
| 30D | +3.6% | -3.0% | +6.6% | +2.1% |
| 3M | -3.4% | +15.8% | -19.2% | +4.3% |
| 6M | +20.6% | +1.6% | +19.0% | +25.2% |
| YTD | +41.9% | +1.7% | +40.2% | +47.2% |
| 1Y | +84.4% | -8.0% | +92.4% | +89.8% |
| All | +84.4% | -7.9% | +92.2% | +89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling