+25.0%
FLEX vs MRSH
+20.0%
+5.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.3% | -15.6% | -8.1% |
| 7D | -17.0% | +9.4% | -26.4% | -6.3% |
| 30D | -33.8% | +23.4% | -57.3% | -12.8% |
| 3M | -39.0% | +9.9% | -48.9% | -29.5% |
| 6M | -15.9% | +26.0% | -41.9% | +19.5% |
| YTD | +27.8% | +15.2% | +12.6% | +71.6% |
| 1Y | +25.0% | +18.4% | +6.5% | +74.3% |
| All | +25.0% | +20.0% | +5.0% | +74.3% |
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