+917.7%
TT vs MRSH
+218.8%
+698.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.2% | -4.8% | +3.6% | +1.5% |
| 30D | -7.3% | -6.3% | -1.0% | -3.9% |
| 3M | -3.6% | +5.8% | -9.4% | -8.2% |
| 6M | +2.8% | +2.8% | 0.0% | -1.6% |
| YTD | +14.5% | -3.1% | +17.6% | +13.1% |
| 1Y | +7.4% | -11.3% | +18.7% | +11.8% |
| 3Y | +116.2% | -5.0% | +121.2% | +109.8% |
| 5Y | +147.4% | +19.2% | +128.2% | +102.0% |
| All | +917.7% | +218.8% | +698.9% | +327.3% |
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