-2.7%
MRSH vs VLTO
+25.1%
-27.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -5.9% | -2.6% | -3.3% | -5.2% |
| 30D | -7.3% | -2.5% | -4.9% | -6.7% |
| 3M | +7.4% | +10.1% | -2.7% | +5.0% |
| 6M | -0.7% | +1.0% | -1.7% | -1.1% |
| YTD | -3.2% | -4.8% | +1.6% | -2.4% |
| 1Y | -10.6% | -9.3% | -1.3% | -8.9% |
| All | -2.7% | +25.1% | -27.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling