-11.3%
MRSH vs FE
+11.2%
-22.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -4.8% | -1.4% | -3.4% | -4.4% |
| 30D | -6.3% | -1.9% | -4.5% | -5.9% |
| 3M | +5.8% | -0.2% | +6.0% | +5.9% |
| 6M | +2.8% | -7.1% | +9.9% | +4.0% |
| YTD | -3.1% | +6.1% | -9.3% | -6.0% |
| 1Y | -11.3% | +10.1% | -21.3% | -14.1% |
| All | -11.3% | +11.2% | -22.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling