+20.2%
MRSH vs FTV
-2.3%
+22.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.8% | -4.0% | -0.8% | -3.5% |
| 30D | -6.3% | -11.0% | +4.7% | -2.7% |
| 3M | +5.8% | -8.4% | +14.2% | +8.5% |
| 6M | +2.8% | -2.6% | +5.3% | +3.0% |
| YTD | -3.1% | -0.6% | -2.5% | -4.1% |
| 1Y | -11.3% | +11.0% | -22.2% | -15.9% |
| 3Y | -5.0% | -6.3% | +1.4% | -5.6% |
| All | +20.2% | -2.3% | +22.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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