+217.3%
MRSH vs FICO
+647.8%
-430.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.4% | -3.3% |
| 7D | -5.9% | -10.6% | +4.7% | -3.7% |
| 30D | -7.3% | -6.3% | -1.0% | -6.4% |
| 3M | +7.4% | -19.7% | +27.2% | +12.0% |
| 6M | -0.7% | -31.8% | +31.1% | +6.7% |
| YTD | -3.2% | -41.8% | +38.7% | +7.9% |
| 1Y | -10.6% | -36.4% | +25.8% | -3.8% |
| 3Y | -4.6% | +9.3% | -13.8% | -16.8% |
| 5Y | +19.3% | +113.0% | -93.7% | -18.9% |
| 10Y | +217.3% | +665.4% | -448.2% | +34.6% |
| All | +217.3% | +647.8% | -430.5% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling