+280.2%
TSM vs MRSH
+18.2%
+262.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.0% | -4.8% | +5.8% | +1.6% |
| 30D | +1.0% | -6.3% | +7.3% | +1.7% |
| 3M | +2.9% | +5.8% | -2.9% | +1.1% |
| 6M | +22.8% | +2.8% | +20.0% | +20.9% |
| YTD | +43.3% | -3.1% | +46.4% | +43.1% |
| 1Y | +69.2% | -11.3% | +80.4% | +73.9% |
| 3Y | +404.5% | -5.0% | +409.5% | +381.5% |
| All | +280.2% | +18.2% | +262.0% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling