+1,779.8%
TSM vs MRSH
+218.8%
+1,560.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.0% | -4.8% | +5.8% | +2.8% |
| 30D | +1.0% | -6.3% | +7.3% | +3.3% |
| 3M | +2.9% | +5.8% | -2.9% | -0.9% |
| 6M | +22.8% | +2.8% | +20.0% | +18.6% |
| YTD | +43.3% | -3.1% | +46.4% | +41.3% |
| 1Y | +69.2% | -11.3% | +80.4% | +73.4% |
| 3Y | +404.5% | -5.0% | +409.5% | +381.6% |
| 5Y | +282.2% | +19.2% | +263.0% | +212.8% |
| All | +1,779.8% | +218.8% | +1,560.9% | +851.8% |
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 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