+122.9%
FIX vs MRSH
-7.9%
+130.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +0.6% |
| 7D | +6.0% | -3.6% | +9.6% | +2.7% |
| 30D | -7.2% | -3.0% | -4.3% | -9.3% |
| 3M | -15.9% | +15.8% | -31.7% | -3.9% |
| 6M | +12.7% | +1.6% | +11.2% | +21.0% |
| YTD | +72.8% | +1.7% | +71.1% | +86.0% |
| 1Y | +122.9% | -8.0% | +130.9% | +137.9% |
| All | +122.9% | -7.9% | +130.8% | +137.9% |
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