-0.2%
MRSH vs FICO
+3.0%
-3.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.2% | +0.9% |
| 7D | -3.6% | -19.2% | +15.6% | -0.9% |
| 30D | -3.0% | -14.6% | +11.6% | -1.2% |
| 3M | +15.8% | -20.1% | +35.9% | +18.9% |
| 6M | +1.6% | -36.3% | +37.9% | +6.2% |
| YTD | +1.7% | -44.9% | +46.6% | +7.7% |
| 1Y | -8.0% | -38.6% | +30.6% | -4.1% |
| All | -0.2% | +3.0% | -3.2% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling