+509.9%
MRSH vs FTI
+2,107.5%
-1,597.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -5.9% | -2.3% | -3.5% | -5.5% |
| 30D | -7.3% | +5.0% | -12.3% | -8.2% |
| 3M | +7.4% | +13.8% | -6.4% | +4.6% |
| 6M | -0.7% | +22.9% | -23.6% | -4.9% |
| YTD | -3.2% | +75.0% | -78.1% | -13.1% |
| 1Y | -10.6% | +96.9% | -107.5% | -21.7% |
| 3Y | -4.6% | +276.7% | -281.3% | -27.6% |
| 5Y | +19.3% | +1,157.0% | -1,137.7% | -31.1% |
| 10Y | +217.3% | +310.7% | -93.4% | +101.0% |
| All | +509.9% | +2,107.5% | -1,597.6% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling