-25.6%
FIS vs MRSH
-4.7%
-20.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -8.9% | -5.9% | -3.0% | -5.9% |
| 30D | -9.9% | -7.3% | -2.6% | -6.2% |
| 3M | 0.0% | +6.7% | -6.7% | -2.6% |
| 6M | -22.9% | +3.0% | -25.9% | -23.9% |
| YTD | -40.9% | -2.9% | -38.0% | -40.4% |
| 1Y | -40.4% | -9.0% | -31.5% | -38.7% |
| All | -25.6% | -4.7% | -20.9% | -27.1% |
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