+1,000.7%
MRSH vs VCLT
+100.6%
+900.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -4.8% | -1.4% | -3.4% | -4.6% |
| 30D | -6.3% | -1.2% | -5.2% | -6.2% |
| 3M | +5.8% | -4.8% | +10.6% | +6.5% |
| 6M | +2.8% | -2.6% | +5.4% | +3.1% |
| YTD | -3.1% | -3.3% | +0.2% | -2.7% |
| 1Y | -11.3% | -4.8% | -6.4% | -10.7% |
| 3Y | -5.0% | +11.5% | -16.5% | -6.5% |
| 5Y | +19.2% | -17.0% | +36.2% | +18.9% |
| 10Y | +217.4% | +16.7% | +200.6% | +234.0% |
| All | +1,000.7% | +100.6% | +900.1% | +1,430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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