-10.6%
MRSH vs FN
+12.8%
-23.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -5.9% | +5.8% | -11.7% | -5.1% |
| 30D | -7.3% | -20.6% | +13.3% | -9.7% |
| 3M | +7.4% | -28.6% | +36.1% | +4.2% |
| 6M | -0.7% | -20.7% | +20.0% | -1.4% |
| YTD | -3.2% | -8.1% | +5.0% | -1.0% |
| 1Y | -10.6% | +13.3% | -23.9% | -3.0% |
| All | -10.6% | +12.8% | -23.4% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling