+98.5%
FLEX vs MRSH
-7.9%
+106.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | 0.0% |
| 7D | -0.9% | -3.6% | +2.7% | -4.6% |
| 30D | -10.1% | -3.0% | -7.2% | -12.5% |
| 3M | -31.3% | +15.8% | -47.2% | -18.9% |
| 6M | +71.3% | +1.6% | +69.7% | +91.0% |
| YTD | +81.2% | +1.7% | +79.5% | +103.1% |
| 1Y | +98.5% | -8.0% | +106.5% | +119.6% |
| All | +98.5% | -7.9% | +106.4% | +119.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling