+987.8%
MRSH vs VIVK
-100.0%
+1,087.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.2% |
| 7D | -4.8% | -4.4% | -0.4% | -4.8% |
| 30D | -6.3% | -40.8% | +34.5% | -6.3% |
| 3M | +5.8% | -94.1% | +99.9% | +6.0% |
| 6M | +2.8% | -98.2% | +101.0% | +3.0% |
| YTD | -3.1% | -98.0% | +94.9% | -3.0% |
| 1Y | -11.3% | -100.0% | +88.7% | -10.9% |
| 3Y | -5.0% | -100.0% | +95.0% | -4.6% |
| 5Y | +19.2% | -100.0% | +119.2% | +19.6% |
| 10Y | +217.4% | -100.0% | +317.4% | +217.2% |
| All | +987.8% | -100.0% | +1,087.8% | +1,004.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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