+264.1%
MRSH vs FICO
+527.0%
-262.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.4% | +2.2% | -0.8% | +0.9% |
| 30D | +16.5% | +0.1% | +16.4% | +16.2% |
| 3M | +10.8% | -35.2% | +45.9% | +19.9% |
| 6M | +32.1% | -32.4% | +64.4% | +40.1% |
| YTD | +14.5% | -57.4% | +71.9% | +34.7% |
| 1Y | +15.5% | -58.5% | +74.0% | +36.7% |
| 3Y | +9.3% | -28.9% | +38.2% | +4.9% |
| 5Y | +35.1% | +91.7% | -56.6% | -9.4% |
| All | +264.1% | +527.0% | -262.9% | +56.8% |
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