-40.6%
FIS vs MRSH
+218.8%
-259.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.9% | -4.8% | -3.1% | -4.6% |
| 30D | -8.0% | -6.3% | -1.6% | -3.6% |
| 3M | +0.6% | +5.8% | -5.2% | -3.1% |
| 6M | -22.2% | +2.8% | -25.0% | -23.7% |
| YTD | -40.8% | -3.1% | -37.7% | -39.8% |
| 1Y | -41.5% | -11.3% | -30.3% | -37.1% |
| 3Y | -25.5% | -5.0% | -20.5% | -25.6% |
| 5Y | -64.8% | +19.2% | -84.0% | -70.9% |
| All | -40.6% | +218.8% | -259.4% | -73.0% |
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