+2,166.4%
FIX vs MRSH
+20.1%
+2,146.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | +3.5% | -5.9% | +9.4% | +4.4% |
| 30D | -3.5% | -7.3% | +3.8% | -2.6% |
| 3M | -11.8% | +7.4% | -19.2% | -14.5% |
| 6M | +17.8% | -0.7% | +18.5% | +16.5% |
| YTD | +73.3% | -3.2% | +76.5% | +71.8% |
| 1Y | +128.1% | -10.6% | +138.7% | +134.2% |
| 3Y | +772.7% | -4.6% | +777.2% | +728.7% |
| 5Y | +2,166.4% | +19.3% | +2,147.2% | +1,667.2% |
| All | +2,166.4% | +20.1% | +2,146.3% | +1,667.2% |
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