+22.7%
MRSH vs FICO
+102.0%
-79.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -3.8% | -15.4% | +11.7% | -1.1% |
| 30D | -5.8% | -10.4% | +4.6% | -4.3% |
| 3M | +11.7% | -22.7% | +34.4% | +16.1% |
| 6M | -0.3% | -36.8% | +36.4% | +6.4% |
| YTD | -1.1% | -44.8% | +43.7% | +7.7% |
| 1Y | -9.5% | -39.3% | +29.9% | -3.7% |
| 3Y | -2.6% | +3.7% | -6.3% | -11.6% |
| 5Y | +22.7% | +101.7% | -79.0% | -3.9% |
| All | +22.7% | +102.0% | -79.2% | -3.9% |
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