+1,092.2%
FIX vs MRSH
+36.1%
+1,056.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | +6.4% | -1.4% | +7.8% | +6.5% |
| 30D | -29.1% | +17.5% | -46.6% | -30.2% |
| 3M | -31.1% | +9.1% | -40.3% | -31.6% |
| 6M | -42.8% | +29.9% | -72.7% | -45.9% |
| YTD | +24.6% | +14.3% | +10.3% | +21.6% |
| 1Y | +21.9% | +16.6% | +5.4% | +17.6% |
| 3Y | +524.9% | +9.1% | +515.9% | +499.3% |
| 5Y | +1,092.2% | +36.4% | +1,055.9% | +825.0% |
| All | +1,092.2% | +36.1% | +1,056.1% | +825.0% |
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