+351.3%
FERG vs MRSH
+218.8%
+132.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.6% | -4.8% | +2.2% | -1.3% |
| 30D | -8.9% | -6.3% | -2.6% | -7.3% |
| 3M | -2.0% | +5.8% | -7.8% | -4.0% |
| 6M | -3.2% | +2.8% | -6.0% | -4.7% |
| YTD | +1.5% | -3.1% | +4.6% | +1.6% |
| 1Y | +0.5% | -11.3% | +11.7% | +3.1% |
| 3Y | +50.4% | -5.0% | +55.4% | +50.6% |
| 5Y | +68.7% | +19.2% | +49.5% | +58.4% |
| All | +351.3% | +218.8% | +132.5% | +251.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling