+1,402.5%
MRSH vs FE
+561.4%
+841.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | -3.6% | +1.9% | -5.5% | -4.2% |
| 30D | -3.0% | -1.2% | -1.8% | -2.7% |
| 3M | +15.8% | +3.5% | +12.3% | +14.4% |
| 6M | +1.6% | -6.1% | +7.6% | +3.5% |
| YTD | +1.7% | +7.6% | -5.9% | -1.1% |
| 1Y | -8.0% | +11.9% | -19.9% | -11.8% |
| 3Y | -0.3% | +48.4% | -48.7% | -13.9% |
| 5Y | +25.9% | +44.8% | -18.9% | +8.9% |
| 10Y | +222.0% | +115.9% | +106.1% | +133.7% |
| All | +1,402.5% | +561.4% | +841.1% | +515.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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