-9.5%
MRSH vs FICO
-39.2%
+29.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -3.8% | -15.4% | +11.7% | -1.4% |
| 30D | -5.8% | -10.4% | +4.6% | -4.5% |
| 3M | +11.7% | -22.7% | +34.4% | +15.7% |
| 6M | -0.3% | -36.8% | +36.4% | +3.9% |
| YTD | -1.1% | -44.8% | +43.7% | +3.4% |
| 1Y | -9.5% | -39.3% | +29.9% | -5.5% |
| All | -9.5% | -39.2% | +29.7% | -5.5% |
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