+2,111.7%
MRSH vs FDS
+8,778.1%
-6,666.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.1% |
| 7D | -5.9% | -8.8% | +2.9% | -3.4% |
| 30D | -7.3% | -1.4% | -5.9% | -7.1% |
| 3M | +7.4% | +13.9% | -6.4% | +3.0% |
| 6M | -0.7% | +27.4% | -28.1% | -8.3% |
| YTD | -3.2% | -2.5% | -0.7% | -4.4% |
| 1Y | -10.6% | -23.8% | +13.2% | -5.9% |
| 3Y | -4.6% | -32.5% | +27.9% | +3.2% |
| 5Y | +19.3% | -23.2% | +42.5% | +23.8% |
| 10Y | +217.3% | +76.4% | +140.9% | +159.5% |
| All | +2,111.7% | +8,778.1% | -6,666.3% | +741.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling