+8,269.1%
FLEX vs MRSH
+2,711.1%
+5,558.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +6.1% |
| 7D | +7.0% | -3.8% | +10.7% | +9.3% |
| 30D | -5.8% | -5.8% | 0.0% | -2.8% |
| 3M | -24.2% | +11.7% | -35.9% | -31.4% |
| 6M | +90.8% | -0.3% | +91.1% | +81.3% |
| YTD | +89.2% | -1.1% | +90.3% | +78.4% |
| 1Y | +104.7% | -9.5% | +114.2% | +101.9% |
| 3Y | +478.1% | -2.6% | +480.7% | +426.9% |
| 5Y | +726.2% | +22.7% | +703.4% | +543.1% |
| 10Y | +1,060.6% | +214.6% | +846.0% | +392.5% |
| All | +8,269.1% | +2,711.1% | +5,558.0% | +1,148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling