+797.1%
MRSH vs FFIV
+7,502.3%
-6,705.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -3.8% | -1.5% | -2.2% | -3.6% |
| 30D | -5.8% | -2.7% | -3.2% | -5.6% |
| 3M | +11.7% | -1.7% | +13.4% | +11.6% |
| 6M | -0.3% | +36.1% | -36.5% | -3.9% |
| YTD | -1.1% | +52.6% | -53.8% | -6.0% |
| 1Y | -9.5% | +21.5% | -31.0% | -11.9% |
| 3Y | -2.6% | +142.7% | -145.2% | -12.4% |
| 5Y | +22.7% | +92.6% | -69.8% | +12.5% |
| 10Y | +214.6% | +225.5% | -10.9% | +170.9% |
| All | +797.1% | +7,502.3% | -6,705.2% | +479.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling