+178.5%
MRSH vs FND
+54.9%
+123.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | -5.9% | -5.1% | -0.8% | -5.2% |
| 30D | -7.3% | -22.5% | +15.2% | -3.6% |
| 3M | +6.7% | -5.0% | +11.7% | +6.9% |
| 6M | +3.0% | -21.5% | +24.5% | +5.8% |
| YTD | -2.9% | -23.0% | +20.1% | -0.3% |
| 1Y | -9.0% | -44.9% | +35.9% | -1.6% |
| 3Y | -4.3% | -50.0% | +45.7% | +1.5% |
| 5Y | +19.4% | -63.3% | +82.8% | +29.0% |
| All | +178.5% | +54.9% | +123.6% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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