+759.5%
MRSH vs FLUT
+2,037.5%
-1,278.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -2.0% |
| 7D | -5.9% | -2.6% | -3.3% | -5.8% |
| 30D | -7.3% | +5.4% | -12.7% | -7.5% |
| 3M | +7.4% | -10.8% | +18.2% | +7.8% |
| 6M | -0.7% | -9.2% | +8.5% | -0.5% |
| YTD | -3.2% | -53.8% | +50.7% | -0.9% |
| 1Y | -10.6% | -66.0% | +55.4% | -7.7% |
| 3Y | -4.6% | -44.7% | +40.1% | -3.3% |
| 5Y | +19.3% | -50.6% | +69.9% | +20.0% |
| 10Y | +217.3% | -10.4% | +227.7% | +214.5% |
| All | +759.5% | +2,037.5% | -1,278.0% | +721.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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