+261.7%
MRSH vs FN
+797.3%
-535.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.0% | +1.5% |
| 7D | +1.6% | -4.1% | +5.7% | +1.7% |
| 30D | +17.7% | -28.3% | +46.1% | +19.4% |
| 3M | +9.1% | -33.9% | +43.0% | +10.8% |
| 6M | +28.2% | -43.9% | +72.1% | +30.6% |
| YTD | +14.0% | -23.4% | +37.4% | +11.6% |
| 1Y | +18.7% | -25.4% | +44.1% | +16.1% |
| 3Y | +8.7% | +107.9% | -99.1% | -11.2% |
| 5Y | +35.8% | +195.1% | -159.3% | +1.3% |
| All | +261.7% | +797.3% | -535.6% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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