+6.7%
MRSH vs FLR
+9.4%
-2.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | -0.2% |
| 7D | -5.9% | -6.9% | +0.9% | -7.4% |
| 30D | -7.3% | +1.1% | -8.4% | -6.8% |
| 3M | +6.7% | +14.3% | -7.7% | +12.5% |
| All | +6.7% | +9.4% | -2.7% | +12.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling