-79.9%
FIG vs MRSH
-9.3%
-70.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | -3.8% | -4.8% | +0.9% | -0.5% |
| 30D | -2.3% | -6.3% | +4.0% | +1.9% |
| 3M | +20.0% | +5.8% | +14.2% | +15.8% |
| 6M | -16.7% | +2.8% | -19.5% | -18.7% |
| YTD | -37.9% | -3.1% | -34.8% | -38.8% |
| 1Y | -58.5% | -11.3% | -47.3% | -56.6% |
| All | -79.9% | -9.3% | -70.6% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling