+211.7%
MRSH vs PHM
+568.1%
-356.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -4.8% | -5.0% | +0.2% | -3.6% |
| 30D | -6.3% | -8.4% | +2.1% | -4.3% |
| 3M | +5.8% | -4.4% | +10.2% | +6.7% |
| 6M | +2.8% | -3.7% | +6.5% | +3.0% |
| YTD | -3.1% | +1.3% | -4.4% | -4.4% |
| 1Y | -11.3% | -14.0% | +2.8% | -9.0% |
| 3Y | -5.0% | +48.1% | -53.1% | -18.6% |
| 5Y | +19.2% | +158.8% | -139.6% | -15.7% |
| All | +211.7% | +568.1% | -356.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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