+398.4%
TSM vs MRSH
-4.7%
+403.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.6% |
| 7D | +2.6% | -5.9% | +8.6% | +1.0% |
| 30D | +1.4% | -7.3% | +8.7% | -0.5% |
| 3M | +5.0% | +6.7% | -1.7% | +6.6% |
| 6M | +24.0% | +3.0% | +21.0% | +25.6% |
| YTD | +41.6% | -2.9% | +44.5% | +43.0% |
| 1Y | +66.2% | -9.0% | +75.1% | +68.4% |
| All | +398.4% | -4.7% | +403.1% | +385.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling