+1,301.2%
FERG vs MRSH
+1,049.2%
+252.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.0% | -5.9% | +4.9% | +0.2% |
| 30D | -11.8% | -7.3% | -4.5% | -10.5% |
| 3M | -1.2% | +6.7% | -7.9% | -2.7% |
| 6M | -2.3% | +3.0% | -5.3% | -3.4% |
| YTD | +0.8% | -2.9% | +3.7% | +0.8% |
| 1Y | +0.5% | -9.0% | +9.5% | +1.7% |
| 3Y | +51.4% | -4.3% | +55.7% | +51.6% |
| 5Y | +67.5% | +19.4% | +48.1% | +61.4% |
| 10Y | +348.1% | +218.1% | +130.1% | +298.6% |
| All | +1,301.2% | +1,049.2% | +252.0% | +1,169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling