-65.1%
FIS vs MRSH
+18.5%
-83.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -8.9% | -5.9% | -3.0% | -5.4% |
| 30D | -9.9% | -7.3% | -2.6% | -5.6% |
| 3M | 0.0% | +6.7% | -6.7% | -3.5% |
| 6M | -22.9% | +3.0% | -25.9% | -24.2% |
| YTD | -40.9% | -2.9% | -38.0% | -40.1% |
| 1Y | -40.4% | -9.0% | -31.5% | -37.7% |
| 3Y | -25.4% | -4.3% | -21.0% | -26.2% |
| All | -65.1% | +18.5% | -83.5% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling