-2.3%
FERG vs MRSH
-7.9%
+5.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +2.4% |
| 7D | 0.0% | -3.6% | +3.5% | +0.1% |
| 30D | -10.2% | -3.0% | -7.2% | -10.1% |
| 3M | -0.6% | +15.8% | -16.4% | -1.5% |
| 6M | -6.5% | +1.6% | -8.1% | -5.8% |
| YTD | +4.2% | +1.7% | +2.5% | +4.7% |
| 1Y | -2.3% | -8.0% | +5.8% | -0.6% |
| All | -2.3% | -7.9% | +5.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling