-2.6%
MRSH vs FGI
-6.2%
+3.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.8% |
| 7D | -3.8% | +5.2% | -8.9% | -3.7% |
| 30D | -5.8% | +65.2% | -71.0% | -5.4% |
| 3M | +11.7% | +30.2% | -18.5% | +12.1% |
| 6M | -0.3% | +87.8% | -88.1% | +0.5% |
| YTD | -1.1% | +32.5% | -33.6% | -0.3% |
| 1Y | -9.5% | +93.6% | -103.0% | -8.4% |
| 3Y | -2.6% | -2.6% | 0.0% | -0.8% |
| All | -2.6% | -6.2% | +3.6% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling