+730.0%
FLEX vs MRSH
+18.2%
+711.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.2% |
| 7D | +5.7% | -4.8% | +10.5% | +5.8% |
| 30D | -7.0% | -6.3% | -0.7% | -6.9% |
| 3M | -23.8% | +5.8% | -29.6% | -24.9% |
| 6M | +82.6% | +2.8% | +79.9% | +80.4% |
| YTD | +91.6% | -3.1% | +94.7% | +91.9% |
| 1Y | +100.6% | -11.3% | +111.8% | +108.0% |
| 3Y | +479.8% | -5.0% | +484.7% | +452.5% |
| All | +730.0% | +18.2% | +711.8% | +524.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling