+13.8%
MRSH vs FLNC
-70.4%
+84.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -4.8% | -4.1% | -0.7% | -4.7% |
| 30D | -6.3% | -24.8% | +18.4% | -5.9% |
| 3M | +5.8% | -59.1% | +64.9% | +7.6% |
| 6M | +2.8% | -42.0% | +44.8% | +2.7% |
| YTD | -3.1% | -49.8% | +46.7% | -3.2% |
| 1Y | -11.3% | +43.1% | -54.3% | -15.7% |
| 3Y | -5.0% | -61.0% | +56.0% | -7.5% |
| All | +13.8% | -70.4% | +84.2% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling