+14.4%
FIX vs MRSH
+20.0%
-5.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.3% | -18.4% | -11.5% |
| 7D | -18.9% | +9.4% | -28.3% | -10.1% |
| 30D | -36.3% | +23.4% | -59.7% | -19.8% |
| 3M | -38.5% | +9.9% | -48.4% | -30.5% |
| 6M | -42.3% | +26.0% | -68.3% | -24.1% |
| YTD | +17.1% | +15.2% | +1.9% | +44.7% |
| 1Y | +14.4% | +18.4% | -4.0% | +45.8% |
| All | +14.4% | +20.0% | -5.6% | +45.8% |
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