+3,262.1%
MRSH vs FITB
+2,819.0%
+443.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -5.9% | -0.4% | -5.5% | -5.8% |
| 30D | -7.3% | -5.1% | -2.2% | -6.2% |
| 3M | +7.4% | +3.5% | +3.9% | +6.4% |
| 6M | -0.7% | +17.2% | -17.9% | -4.5% |
| YTD | -3.2% | +17.6% | -20.8% | -7.2% |
| 1Y | -10.6% | +23.4% | -34.0% | -15.3% |
| 3Y | -4.6% | +129.7% | -134.3% | -23.0% |
| 5Y | +19.3% | +68.4% | -49.1% | +1.1% |
| 10Y | +217.3% | +285.6% | -68.4% | +109.7% |
| All | +3,262.1% | +2,819.0% | +443.1% | +1,091.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling