+211.7%
MRSH vs FFIV
+249.4%
-37.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.0% |
| 7D | -4.8% | +5.4% | -10.2% | -6.1% |
| 30D | -6.3% | -2.7% | -3.7% | -5.9% |
| 3M | +5.8% | +4.5% | +1.3% | +3.9% |
| 6M | +2.8% | +42.2% | -39.4% | -7.4% |
| YTD | -3.1% | +61.3% | -64.4% | -16.2% |
| 1Y | -11.3% | +23.0% | -34.3% | -17.4% |
| 3Y | -5.0% | +156.3% | -161.2% | -30.1% |
| 5Y | +19.2% | +102.9% | -83.7% | -7.9% |
| All | +211.7% | +249.4% | -37.7% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling