+211.7%
MRSH vs FLR
+19.7%
+191.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -4.8% | -3.5% | -1.3% | -4.5% |
| 30D | -6.3% | +4.2% | -10.5% | -6.6% |
| 3M | +5.8% | +8.1% | -2.3% | +4.8% |
| 6M | +2.8% | +21.5% | -18.7% | +0.5% |
| YTD | -3.1% | +36.8% | -39.9% | -6.3% |
| 1Y | -11.3% | +31.2% | -42.5% | -14.1% |
| 3Y | -5.0% | +53.9% | -58.9% | -10.9% |
| 5Y | +19.2% | +243.0% | -223.9% | +3.5% |
| All | +211.7% | +19.7% | +191.9% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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