+3,093.2%
MRSH vs DHI
+12,501.5%
-9,408.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -4.8% | -3.4% | -1.3% | -4.2% |
| 30D | -6.3% | -5.4% | -0.9% | -5.4% |
| 3M | +5.8% | -10.4% | +16.2% | +7.7% |
| 6M | +2.8% | -2.8% | +5.6% | +2.7% |
| YTD | -3.1% | -3.4% | +0.3% | -3.3% |
| 1Y | -11.3% | -22.9% | +11.6% | -8.0% |
| 3Y | -5.0% | +20.7% | -25.7% | -11.3% |
| 5Y | +19.2% | +62.1% | -43.0% | +3.8% |
| 10Y | +217.4% | +410.4% | -193.0% | +116.9% |
| All | +3,093.2% | +12,501.5% | -9,408.3% | +1,127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling