+43.6%
MRSH vs FGI
-68.3%
+111.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.6% | +0.3% |
| 7D | -1.4% | +6.9% | -8.2% | -1.4% |
| 30D | +17.5% | +3.9% | +13.6% | +17.5% |
| 3M | +9.1% | +74.3% | -65.1% | +8.9% |
| 6M | +29.9% | +28.9% | +1.0% | +29.7% |
| YTD | +14.3% | +39.1% | -24.8% | +14.1% |
| 1Y | +16.6% | +49.3% | -32.8% | +16.0% |
| 3Y | +9.1% | +5.7% | +3.3% | +8.1% |
| All | +43.6% | -68.3% | +111.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling