+3,431.3%
MRSH vs FICO
+104,095.6%
-100,664.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.2% | +1.1% |
| 7D | -3.6% | -19.2% | +15.6% | -0.6% |
| 30D | -3.0% | -14.6% | +11.6% | -1.0% |
| 3M | +15.8% | -20.1% | +35.9% | +19.0% |
| 6M | +1.6% | -36.3% | +37.9% | +7.4% |
| YTD | +1.7% | -44.9% | +46.6% | +9.6% |
| 1Y | -8.0% | -38.6% | +30.6% | -3.0% |
| 3Y | -0.3% | +4.0% | -4.2% | -4.9% |
| 5Y | +25.9% | +99.5% | -73.6% | +7.0% |
| 10Y | +222.0% | +604.7% | -382.7% | +126.3% |
| All | +3,431.3% | +104,095.6% | -100,664.3% | +1,607.1% |
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