-5.0%
MRSH vs FTI
+267.9%
-272.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -4.8% | -4.4% | -0.4% | -4.6% |
| 30D | -6.3% | +1.5% | -7.8% | -6.4% |
| 3M | +5.8% | +8.2% | -2.4% | +5.5% |
| 6M | +2.8% | +18.8% | -16.0% | +2.0% |
| YTD | -3.1% | +71.7% | -74.8% | -6.0% |
| 1Y | -11.3% | +90.0% | -101.3% | -14.5% |
| 3Y | -5.0% | +270.5% | -275.5% | -11.4% |
| All | -5.0% | +267.9% | -272.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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