+1,124.0%
TTMI vs MRSH
+218.8%
+905.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +0.7% | -4.8% | +5.4% | +2.2% |
| 30D | -8.4% | -6.3% | -2.1% | -6.8% |
| 3M | -32.5% | +5.8% | -38.3% | -35.4% |
| 6M | +32.5% | +2.8% | +29.7% | +26.0% |
| YTD | +83.2% | -3.1% | +86.4% | +77.9% |
| 1Y | +161.7% | -11.3% | +172.9% | +164.0% |
| 3Y | +890.1% | -5.0% | +895.1% | +824.4% |
| 5Y | +832.4% | +19.2% | +813.3% | +635.3% |
| All | +1,124.0% | +218.8% | +905.2% | +411.4% |
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 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