+446.8%
TTMI vs MRSH
+392.4%
+54.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +0.7% | -4.8% | +5.4% | +3.5% |
| 30D | -8.4% | -6.3% | -2.1% | -5.4% |
| 3M | -32.5% | +5.8% | -38.3% | -37.0% |
| 6M | +32.5% | +2.8% | +29.7% | +22.6% |
| YTD | +83.2% | -3.1% | +86.4% | +73.7% |
| 1Y | +161.7% | -11.3% | +172.9% | +158.7% |
| 3Y | +890.1% | -5.0% | +895.1% | +808.8% |
| 5Y | +832.4% | +19.2% | +813.3% | +627.0% |
| 10Y | +1,115.8% | +217.4% | +898.4% | +374.2% |
| All | +446.8% | +392.4% | +54.4% | +63.1% |
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