+9.3%
MRSH vs FN
+96.4%
-87.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +0.5% |
| 7D | +1.4% | +0.3% | +1.2% | +1.6% |
| 30D | +16.5% | -16.5% | +33.0% | +15.6% |
| 3M | +10.8% | -42.1% | +52.9% | +7.8% |
| 6M | +32.1% | -52.9% | +84.9% | +28.2% |
| YTD | +14.5% | -28.0% | +42.4% | +13.2% |
| 1Y | +15.5% | -18.5% | +34.0% | +14.5% |
| 3Y | +9.3% | +93.9% | -84.5% | +12.6% |
| All | +9.3% | +96.4% | -87.1% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling