+35.3%
MRSH vs FICO
+81.4%
-46.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +17.9% | +3.3% | +14.6% | +17.0% |
| 3M | +6.6% | -31.7% | +38.3% | +11.8% |
| 6M | +26.4% | -34.0% | +60.4% | +32.7% |
| YTD | +12.8% | -58.3% | +71.1% | +27.1% |
| 1Y | +18.5% | -57.9% | +76.5% | +33.2% |
| 3Y | +10.9% | -24.1% | +34.9% | +5.2% |
| All | +35.3% | +81.4% | -46.1% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling