-9.0%
MRSH vs FIVE
+69.1%
-78.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.2% |
| 7D | -5.9% | +0.6% | -6.5% | -5.9% |
| 30D | -7.3% | +3.0% | -10.3% | -7.1% |
| 3M | +6.7% | +23.2% | -16.5% | +7.9% |
| 6M | +3.0% | +9.2% | -6.2% | +3.1% |
| YTD | -2.9% | +28.1% | -31.0% | -2.0% |
| 1Y | -9.0% | +65.3% | -74.2% | -6.4% |
| All | -9.0% | +69.1% | -78.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling