+8,592.5%
FIX vs MRSH
+1,596.5%
+6,996.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | +9.4% | +1.4% | +8.0% | +8.8% |
| 30D | -27.8% | +16.5% | -44.2% | -33.0% |
| 3M | -35.6% | +10.8% | -46.3% | -39.2% |
| 6M | -45.2% | +32.1% | -77.3% | -53.2% |
| YTD | +19.5% | +14.5% | +5.0% | +7.0% |
| 1Y | +24.2% | +15.5% | +8.7% | +10.6% |
| 3Y | +494.2% | +9.3% | +484.8% | +432.0% |
| 5Y | +1,036.1% | +35.1% | +1,001.1% | +820.6% |
| 10Y | +3,599.0% | +263.2% | +3,335.8% | +1,836.0% |
| All | +8,592.5% | +1,596.5% | +6,996.0% | +2,307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling