+3,270.6%
MRSH vs PHM
+10,710.1%
-7,439.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -5.9% | -6.4% | +0.4% | -4.6% |
| 30D | -7.3% | -12.1% | +4.8% | -4.8% |
| 3M | +6.7% | -1.5% | +8.2% | +6.7% |
| 6M | +3.0% | -6.0% | +9.0% | +3.7% |
| YTD | -2.9% | -0.3% | -2.6% | -3.6% |
| 1Y | -9.0% | -13.3% | +4.4% | -7.1% |
| 3Y | -4.3% | +47.6% | -51.9% | -15.0% |
| 5Y | +19.4% | +154.7% | -135.3% | -7.4% |
| 10Y | +218.1% | +552.4% | -334.4% | +92.7% |
| All | +3,270.6% | +10,710.1% | -7,439.5% | +834.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling