-5.0%
MRSH vs FLNC
-62.9%
+57.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -4.8% | -4.1% | -0.7% | -4.8% |
| 30D | -6.3% | -24.8% | +18.4% | -6.6% |
| 3M | +5.8% | -59.1% | +64.9% | +5.2% |
| 6M | +2.8% | -42.0% | +44.8% | +2.3% |
| YTD | -3.1% | -49.8% | +46.7% | -3.5% |
| 1Y | -11.3% | +43.1% | -54.3% | -11.8% |
| 3Y | -5.0% | -61.0% | +56.0% | -4.5% |
| All | -5.0% | -62.9% | +57.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling