+440.2%
MRSH vs FLR
+579.2%
-139.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -4.8% | -3.5% | -1.3% | -4.2% |
| 30D | -6.3% | +4.2% | -10.5% | -7.0% |
| 3M | +5.8% | +8.1% | -2.3% | +3.6% |
| 6M | +2.8% | +21.5% | -18.7% | -2.2% |
| YTD | -3.1% | +36.8% | -39.9% | -9.8% |
| 1Y | -11.3% | +31.2% | -42.5% | -17.3% |
| 3Y | -5.0% | +53.9% | -58.9% | -17.2% |
| 5Y | +19.2% | +243.0% | -223.9% | -12.6% |
| 10Y | +217.4% | +18.8% | +198.6% | +147.9% |
| All | +440.2% | +579.2% | -139.1% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling