+69.2%
TSM vs MRSH
-9.2%
+78.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | +1.0% | -4.8% | +5.8% | -1.5% |
| 30D | +1.0% | -6.3% | +7.3% | -2.3% |
| 3M | +2.9% | +5.8% | -2.9% | +6.4% |
| 6M | +22.8% | +2.8% | +20.0% | +26.3% |
| YTD | +43.3% | -3.1% | +46.4% | +45.0% |
| 1Y | +69.2% | -11.3% | +80.4% | +71.5% |
| All | +69.2% | -9.2% | +78.4% | +71.5% |
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