+3,262.1%
MRSH vs FHN
+1,796.6%
+1,465.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -7.3% | -2.6% | -4.7% | -6.7% |
| 3M | +7.4% | 0.0% | +7.4% | +7.3% |
| 6M | -0.7% | +9.2% | -9.9% | -3.2% |
| YTD | -3.2% | +4.3% | -7.5% | -4.6% |
| 1Y | -10.6% | +10.8% | -21.4% | -13.6% |
| 3Y | -4.6% | +130.7% | -135.3% | -26.1% |
| 5Y | +19.3% | +87.4% | -68.1% | -8.3% |
| 10Y | +217.3% | +126.9% | +90.4% | +110.8% |
| All | +3,262.1% | +1,796.6% | +1,465.4% | +1,014.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling