+21.6%
MRSH vs FGI
-69.1%
+90.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -5.9% | +14.7% | -20.5% | -5.9% |
| 30D | -7.3% | +67.0% | -74.3% | -7.5% |
| 3M | +7.4% | +31.0% | -23.6% | +7.3% |
| 6M | -0.7% | +126.8% | -127.5% | -1.3% |
| YTD | -3.2% | +35.6% | -38.8% | -3.3% |
| 1Y | -10.6% | +108.9% | -119.5% | -11.8% |
| 3Y | -4.6% | -0.3% | -4.3% | -5.3% |
| All | +21.6% | -69.1% | +90.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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