+20.2%
MRSH vs VFC
-78.2%
+98.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.5% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | -6.3% | -9.0% | +2.6% | -5.7% |
| 3M | +5.8% | -24.2% | +30.0% | +7.5% |
| 6M | +2.8% | -18.5% | +21.3% | +3.7% |
| YTD | -3.1% | -25.9% | +22.8% | -1.7% |
| 1Y | -11.3% | -13.0% | +1.7% | -11.2% |
| 3Y | -5.0% | -20.3% | +15.4% | -8.1% |
| All | +20.2% | -78.2% | +98.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling