+19.3%
MRSH vs DHI
+9.9%
+9.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +6.3% | +7.6% | -1.3% | +5.0% |
| 30D | +21.9% | +15.3% | +6.7% | +19.2% |
| 3M | +9.4% | +4.4% | +5.0% | +8.0% |
| 6M | +25.9% | +8.3% | +17.6% | +23.5% |
| YTD | +14.7% | +10.4% | +4.3% | +12.0% |
| 1Y | +19.3% | +9.8% | +9.5% | +16.3% |
| All | +19.3% | +9.9% | +9.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling