+3,816.7%
MRSH vs FICO
+78,645.2%
-74,828.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.1% |
| 3M | +6.6% | -31.7% | +38.3% | +11.2% |
| 6M | +26.4% | -34.0% | +60.4% | +31.9% |
| YTD | +12.8% | -58.3% | +71.1% | +25.4% |
| 1Y | +18.5% | -57.9% | +76.5% | +31.4% |
| 3Y | +10.9% | -24.1% | +34.9% | +9.7% |
| 5Y | +37.5% | +85.3% | -47.8% | +16.9% |
| 10Y | +279.7% | +520.3% | -240.6% | +169.9% |
| All | +3,816.7% | +78,645.2% | -74,828.4% | +1,851.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling