+1,055.7%
MRSH vs VCIT
+98.3%
+957.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | -3.0% | -0.8% | -2.2% | -2.7% |
| 3M | +15.8% | -1.0% | +16.8% | +16.2% |
| 6M | +1.6% | -1.8% | +3.4% | +2.2% |
| YTD | +1.7% | -0.7% | +2.4% | +1.9% |
| 1Y | -8.0% | +1.0% | -9.0% | -8.4% |
| 3Y | -0.3% | +18.8% | -19.1% | -6.2% |
| 5Y | +25.9% | +3.5% | +22.4% | +21.0% |
| 10Y | +222.0% | +29.2% | +192.7% | +219.3% |
| All | +1,055.7% | +98.3% | +957.4% | +1,412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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