-51.1%
FIS vs MRSH
+20.0%
-71.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.3% | -27.0% | -25.6% |
| 7D | -18.4% | +9.4% | -27.8% | -23.6% |
| 30D | -11.4% | +23.4% | -34.8% | -23.5% |
| 3M | -32.0% | +9.9% | -41.9% | -36.5% |
| 6M | -35.6% | +26.0% | -61.6% | -44.7% |
| YTD | -53.8% | +15.2% | -69.0% | -59.0% |
| 1Y | -51.1% | +18.4% | -69.5% | -56.9% |
| All | -51.1% | +20.0% | -71.1% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling