+211.7%
MRSH vs VMC
+156.6%
+55.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -4.8% | -3.8% | -1.0% | -3.8% |
| 30D | -6.3% | -9.7% | +3.4% | -3.9% |
| 3M | +5.8% | -9.6% | +15.4% | +8.3% |
| 6M | +2.8% | -4.8% | +7.6% | +3.4% |
| YTD | -3.1% | -10.9% | +7.8% | -1.3% |
| 1Y | -11.3% | -15.6% | +4.3% | -8.4% |
| 3Y | -5.0% | +19.3% | -24.3% | -12.2% |
| 5Y | +19.2% | +48.0% | -28.8% | +2.7% |
| All | +211.7% | +156.6% | +55.1% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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