-2.7%
MRSH vs VLTO
+24.3%
-27.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -4.8% | -2.3% | -2.5% | -4.1% |
| 30D | -6.3% | -2.7% | -3.7% | -5.6% |
| 3M | +5.8% | +14.0% | -8.2% | +2.6% |
| 6M | +2.8% | +3.3% | -0.5% | +1.8% |
| YTD | -3.1% | -5.4% | +2.3% | -2.1% |
| 1Y | -11.3% | -13.3% | +2.0% | -8.6% |
| All | -2.7% | +24.3% | -27.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling