+211.7%
MRSH vs FHN
+128.3%
+83.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -4.8% | -1.2% | -3.5% | -4.5% |
| 30D | -6.3% | -4.8% | -1.5% | -5.5% |
| 3M | +5.8% | -0.7% | +6.5% | +5.9% |
| 6M | +2.8% | +10.6% | -7.8% | +0.7% |
| YTD | -3.1% | +4.6% | -7.7% | -4.2% |
| 1Y | -11.3% | +11.4% | -22.6% | -13.5% |
| 3Y | -5.0% | +132.3% | -137.2% | -21.3% |
| 5Y | +19.2% | +90.2% | -71.0% | -2.4% |
| All | +211.7% | +128.3% | +83.4% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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