+1,145.7%
MRSH vs FN
+3,270.0%
-2,124.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.6% | -0.2% |
| 7D | -1.4% | +8.0% | -9.4% | -2.2% |
| 30D | +17.5% | -19.1% | +36.7% | +18.9% |
| 3M | +9.1% | -29.8% | +39.0% | +11.1% |
| 6M | +29.9% | -43.2% | +73.1% | +33.4% |
| YTD | +14.3% | -18.9% | +33.3% | +11.4% |
| 1Y | +16.6% | -17.9% | +34.4% | +13.0% |
| 3Y | +9.1% | +120.1% | -111.1% | -10.9% |
| 5Y | +36.4% | +206.7% | -170.3% | +3.8% |
| 10Y | +262.7% | +804.7% | -541.9% | +131.1% |
| All | +1,145.7% | +3,270.0% | -2,124.3% | +565.3% |
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