+212.1%
MRSH vs FTV
+82.6%
+129.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.2% |
| 7D | -5.9% | -5.2% | -0.7% | -3.9% |
| 30D | -7.3% | -11.5% | +4.2% | -2.7% |
| 3M | +6.7% | -9.0% | +15.7% | +10.3% |
| 6M | +3.0% | -2.0% | +5.0% | +3.0% |
| YTD | -2.9% | -0.9% | -2.0% | -3.9% |
| 1Y | -9.0% | +14.8% | -23.8% | -15.6% |
| 3Y | -4.3% | -5.5% | +1.2% | -6.1% |
| 5Y | +19.4% | -1.9% | +21.3% | +13.1% |
| 10Y | +218.1% | +78.2% | +139.8% | +125.8% |
| All | +212.1% | +82.6% | +129.5% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling