+20.2%
MRSH vs FDS
-29.0%
+49.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -4.8% | -14.0% | +9.2% | 0.0% |
| 30D | -6.3% | -6.2% | -0.1% | -4.5% |
| 3M | +5.8% | +10.2% | -4.4% | +1.8% |
| 6M | +2.8% | +27.4% | -24.7% | -6.8% |
| YTD | -3.1% | -9.3% | +6.1% | -1.5% |
| 1Y | -11.3% | -28.6% | +17.4% | -1.1% |
| 3Y | -5.0% | -36.8% | +31.8% | +9.2% |
| All | +20.2% | -29.0% | +49.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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