+3.0%
MRSH vs FRMI
-33.0%
+36.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.2% |
| 7D | -5.9% | +10.9% | -16.8% | -5.5% |
| 30D | -7.3% | -24.3% | +17.0% | -8.1% |
| 3M | +6.7% | -21.8% | +28.4% | +6.0% |
| 6M | +3.0% | -33.0% | +36.0% | +0.3% |
| All | +3.0% | -33.0% | +36.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 6mo: compounded portfolio wealth divided by compounded FRMI 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…
6mo analysis · Full analysis span regression · 6 months rolling