+348.4%
FIS vs MRSH
+515.3%
-166.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.4% |
| 7D | -3.5% | -3.8% | +0.3% | -1.4% |
| 30D | -7.8% | -5.8% | -2.0% | -4.8% |
| 3M | +0.8% | +11.7% | -10.9% | -4.8% |
| 6M | -21.9% | -0.3% | -21.6% | -21.7% |
| YTD | -39.5% | -1.1% | -38.4% | -39.3% |
| 1Y | -41.0% | -9.5% | -31.5% | -38.2% |
| 3Y | -23.6% | -2.6% | -21.0% | -23.9% |
| 5Y | -65.6% | +22.7% | -88.4% | -69.8% |
| 10Y | -40.2% | +214.6% | -254.8% | -67.0% |
| All | +348.4% | +515.3% | -166.9% | +66.7% |
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