+3,262.1%
MRSH vs PH
+24,840.9%
-21,578.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.8% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -7.3% | -10.3% | +3.0% | -4.1% |
| 3M | +7.4% | +5.1% | +2.4% | +5.2% |
| 6M | -0.7% | +2.3% | -3.0% | -2.5% |
| YTD | -3.2% | +8.7% | -11.8% | -6.9% |
| 1Y | -10.6% | +26.8% | -37.4% | -18.6% |
| 3Y | -4.6% | +139.2% | -143.7% | -31.7% |
| 5Y | +19.3% | +251.1% | -231.8% | -26.3% |
| 10Y | +217.3% | +812.6% | -595.3% | +34.6% |
| All | +3,262.1% | +24,840.9% | -21,578.8% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling