+323.7%
MRSH vs FWONK
+276.9%
+46.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -6.3% | -7.7% | +1.4% | -4.7% |
| 3M | +5.8% | +5.7% | +0.1% | +4.5% |
| 6M | +2.8% | +13.5% | -10.7% | -0.2% |
| YTD | -3.1% | -3.0% | -0.2% | -2.9% |
| 1Y | -11.3% | -6.4% | -4.9% | -10.4% |
| 3Y | -5.0% | +43.8% | -48.8% | -13.8% |
| 5Y | +19.2% | +98.6% | -79.4% | -0.3% |
| 10Y | +217.4% | +340.0% | -122.6% | +117.7% |
| All | +323.7% | +276.9% | +46.8% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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