+20.2%
MRSH vs PH
+251.9%
-231.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -6.3% | -11.0% | +4.6% | -3.9% |
| 3M | +5.8% | +5.5% | +0.3% | +4.1% |
| 6M | +2.8% | +1.5% | +1.3% | +1.7% |
| YTD | -3.1% | +8.8% | -11.9% | -6.0% |
| 1Y | -11.3% | +24.5% | -35.8% | -17.2% |
| 3Y | -5.0% | +141.2% | -146.1% | -30.7% |
| All | +20.2% | +251.9% | -231.7% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling