+784.7%
FIX vs MRSH
-2.9%
+787.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +1.3% |
| 7D | +6.1% | -3.8% | +9.8% | +4.6% |
| 30D | -2.7% | -5.8% | +3.1% | -4.5% |
| 3M | -10.9% | +11.7% | -22.6% | -8.0% |
| 6M | +29.0% | -0.3% | +29.3% | +32.6% |
| YTD | +76.9% | -1.1% | +78.0% | +81.8% |
| 1Y | +130.7% | -9.5% | +140.2% | +141.2% |
| All | +784.7% | -2.9% | +787.6% | +858.5% |
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