+211.7%
MRSH vs PH
+820.2%
-608.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | -6.3% | -11.0% | +4.6% | -2.9% |
| 3M | +5.8% | +5.5% | +0.3% | +3.5% |
| 6M | +2.8% | +1.5% | +1.3% | +1.2% |
| YTD | -3.1% | +8.8% | -11.9% | -7.0% |
| 1Y | -11.3% | +24.5% | -35.8% | -18.9% |
| 3Y | -5.0% | +141.2% | -146.1% | -34.0% |
| 5Y | +19.2% | +256.3% | -237.1% | -30.4% |
| All | +211.7% | +820.2% | -608.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling