+563.2%
MRSH vs FANG
+1,412.9%
-849.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | +2.9% | -7.6% | -5.1% |
| 30D | -6.3% | +2.6% | -8.9% | -6.6% |
| 3M | +5.8% | +7.6% | -1.8% | +4.8% |
| 6M | +2.8% | +17.3% | -14.5% | +0.6% |
| YTD | -3.1% | +38.7% | -41.8% | -7.1% |
| 1Y | -11.3% | +51.6% | -62.9% | -15.9% |
| 3Y | -5.0% | +50.0% | -54.9% | -11.0% |
| 5Y | +19.2% | +237.6% | -218.4% | -0.3% |
| 10Y | +217.4% | +180.7% | +36.7% | +142.1% |
| All | +563.2% | +1,412.9% | -849.7% | +287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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