+419.8%
TXN vs MRSH
+218.8%
+201.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -4.8% | +8.7% | +6.4% |
| 30D | -2.9% | -6.3% | +3.5% | 0.0% |
| 3M | -9.1% | +5.8% | -14.9% | -13.3% |
| 6M | +36.6% | +2.8% | +33.8% | +30.9% |
| YTD | +57.5% | -3.1% | +60.6% | +55.1% |
| 1Y | +49.5% | -11.3% | +60.8% | +54.6% |
| 3Y | +76.5% | -5.0% | +81.5% | +70.7% |
| 5Y | +62.4% | +19.2% | +43.2% | +32.9% |
| All | +419.8% | +218.8% | +201.0% | +138.9% |
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