+440.9%
FLEX vs MRSH
-4.7%
+445.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.0% |
| 7D | +0.1% | -5.9% | +6.0% | -3.2% |
| 30D | -11.8% | -7.3% | -4.5% | -15.1% |
| 3M | -22.6% | +6.7% | -29.2% | -19.0% |
| 6M | +77.3% | +3.0% | +74.3% | +86.0% |
| YTD | +78.8% | -2.9% | +81.7% | +86.3% |
| 1Y | +86.1% | -9.0% | +95.0% | +94.1% |
| All | +440.9% | -4.7% | +445.5% | +494.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling