+13,840.9%
TSM vs MRSH
+1,235.5%
+12,605.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.2% |
| 7D | +4.8% | -5.9% | +10.6% | +8.0% |
| 30D | +4.0% | -7.3% | +11.3% | +7.9% |
| 3M | +2.0% | +7.4% | -5.5% | -3.6% |
| 6M | +25.5% | -0.7% | +26.2% | +22.2% |
| YTD | +44.0% | -3.2% | +47.2% | +41.0% |
| 1Y | +75.4% | -10.6% | +86.0% | +77.8% |
| 3Y | +406.7% | -4.6% | +411.3% | +383.4% |
| 5Y | +285.0% | +19.3% | +265.7% | +220.9% |
| 10Y | +1,815.4% | +217.3% | +1,598.1% | +801.3% |
| All | +13,840.9% | +1,235.5% | +12,605.3% | +1,830.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling