-80.9%
FIG vs MRSH
-9.3%
-71.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.2% | -1.9% |
| 7D | -14.5% | -5.9% | -8.6% | -10.8% |
| 30D | -13.3% | -7.3% | -6.0% | -8.9% |
| 3M | +7.4% | +7.4% | 0.0% | +2.9% |
| 6M | -27.8% | -0.7% | -27.1% | -28.9% |
| YTD | -41.1% | -3.2% | -37.9% | -41.9% |
| 1Y | -58.7% | -10.6% | -48.1% | -57.7% |
| All | -80.9% | -9.3% | -71.6% | -80.7% |
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