+100.6%
FLEX vs MRSH
-9.2%
+109.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.0% |
| 7D | +5.7% | -4.8% | +10.5% | +0.6% |
| 30D | -7.0% | -6.3% | -0.7% | -12.7% |
| 3M | -23.8% | +5.8% | -29.6% | -17.3% |
| 6M | +82.6% | +2.8% | +79.9% | +100.1% |
| YTD | +91.6% | -3.1% | +94.7% | +104.5% |
| 1Y | +100.6% | -11.3% | +111.8% | +112.0% |
| All | +100.6% | -9.2% | +109.8% | +112.0% |
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 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