+262.7%
MRSH vs FICO
+544.1%
-281.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.4% | +4.0% | -5.3% | -2.2% |
| 30D | +17.5% | -1.5% | +19.1% | +17.7% |
| 3M | +9.1% | -29.8% | +38.9% | +15.8% |
| 6M | +29.9% | -33.3% | +63.2% | +38.3% |
| YTD | +14.3% | -56.9% | +71.2% | +34.1% |
| 1Y | +16.6% | -59.5% | +76.0% | +38.8% |
| 3Y | +9.1% | -26.9% | +35.9% | +3.8% |
| 5Y | +36.4% | +92.9% | -56.6% | -8.7% |
| 10Y | +262.7% | +539.5% | -276.8% | +56.4% |
| All | +262.7% | +544.1% | -281.4% | +56.4% |
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