+1,008.5%
MRSH vs FN
+3,620.5%
-2,612.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.7% |
| 7D | -3.6% | -1.7% | -1.9% | -3.5% |
| 30D | -3.0% | -22.0% | +19.0% | -1.3% |
| 3M | +15.8% | -43.0% | +58.8% | +20.3% |
| 6M | +1.6% | -27.7% | +29.3% | +2.0% |
| YTD | +1.7% | -10.5% | +12.2% | -0.9% |
| 1Y | -8.0% | +12.5% | -20.5% | -13.4% |
| 3Y | -0.3% | +153.8% | -154.1% | -19.2% |
| 5Y | +25.9% | +288.0% | -262.1% | -6.2% |
| 10Y | +222.0% | +906.4% | -684.5% | +104.5% |
| All | +1,008.5% | +3,620.5% | -2,612.1% | +491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling