+20.2%
MRSH vs FTI
+1,066.8%
-1,046.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -4.8% | -4.4% | -0.4% | -4.4% |
| 30D | -6.3% | +1.5% | -7.8% | -6.5% |
| 3M | +5.8% | +8.2% | -2.4% | +5.0% |
| 6M | +2.8% | +18.8% | -16.0% | +1.1% |
| YTD | -3.1% | +71.7% | -74.8% | -7.9% |
| 1Y | -11.3% | +90.0% | -101.3% | -16.6% |
| 3Y | -5.0% | +270.5% | -275.5% | -17.5% |
| All | +20.2% | +1,066.8% | -1,046.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling