+20.2%
MRSH vs VMC
+47.0%
-26.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -4.8% | -3.8% | -1.0% | -3.7% |
| 30D | -6.3% | -9.7% | +3.4% | -3.5% |
| 3M | +5.8% | -9.6% | +15.4% | +8.6% |
| 6M | +2.8% | -4.8% | +7.6% | +3.2% |
| YTD | -3.1% | -10.9% | +7.8% | -1.4% |
| 1Y | -11.3% | -15.6% | +4.3% | -8.1% |
| 3Y | -5.0% | +19.3% | -24.3% | -16.1% |
| All | +20.2% | +47.0% | -26.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling