+12,471.5%
FIX vs MRSH
+1,407.7%
+11,063.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.5% |
| 7D | +6.0% | -3.6% | +9.6% | +7.7% |
| 30D | -7.2% | -3.0% | -4.3% | -6.3% |
| 3M | -15.9% | +15.8% | -31.7% | -22.8% |
| 6M | +12.7% | +1.6% | +11.2% | +8.5% |
| YTD | +72.8% | +1.7% | +71.1% | +64.7% |
| 1Y | +122.9% | -8.0% | +130.9% | +120.9% |
| 3Y | +774.3% | -0.3% | +774.6% | +722.5% |
| 5Y | +2,049.5% | +25.9% | +2,023.6% | +1,712.6% |
| 10Y | +5,821.5% | +222.0% | +5,599.5% | +3,200.4% |
| All | +12,471.5% | +1,407.7% | +11,063.8% | +3,605.7% |
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