-8.0%
MRSH vs FICO
-39.1%
+31.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.2% | +1.2% |
| 7D | -3.6% | -19.2% | +15.6% | -0.5% |
| 30D | -3.0% | -14.6% | +11.6% | -0.9% |
| 3M | +15.8% | -20.1% | +35.9% | +19.4% |
| 6M | +1.6% | -36.3% | +37.9% | +5.8% |
| YTD | +1.7% | -44.9% | +46.6% | +6.4% |
| 1Y | -8.0% | -38.6% | +30.6% | -4.0% |
| All | -8.0% | -39.1% | +31.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling