-5.0%
MRSH vs FLR
+54.2%
-59.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -4.8% | -3.5% | -1.3% | -4.8% |
| 30D | -6.3% | +4.2% | -10.5% | -6.3% |
| 3M | +5.8% | +8.1% | -2.3% | +5.8% |
| 6M | +2.8% | +21.5% | -18.7% | +2.2% |
| YTD | -3.1% | +36.8% | -39.9% | -4.2% |
| 1Y | -11.3% | +31.2% | -42.5% | -12.2% |
| 3Y | -5.0% | +53.9% | -58.9% | -10.2% |
| All | -5.0% | +54.2% | -59.2% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling