+211.7%
MRSH vs FITB
+290.8%
-79.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -6.3% | -5.7% | -0.7% | -4.9% |
| 3M | +5.8% | +3.2% | +2.6% | +4.8% |
| 6M | +2.8% | +23.4% | -20.6% | -3.1% |
| YTD | -3.1% | +18.8% | -21.9% | -8.0% |
| 1Y | -11.3% | +25.0% | -36.2% | -17.0% |
| 3Y | -5.0% | +131.2% | -136.2% | -26.5% |
| 5Y | +19.2% | +70.7% | -51.5% | -2.1% |
| All | +211.7% | +290.8% | -79.1% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling