+20.2%
MRSH vs VO
+42.1%
-21.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -4.8% | -1.5% | -3.2% | -3.9% |
| 30D | -6.3% | -3.0% | -3.3% | -4.6% |
| 3M | +5.8% | +2.8% | +3.0% | +3.9% |
| 6M | +2.8% | +10.9% | -8.1% | -4.0% |
| YTD | -3.1% | +12.5% | -15.6% | -10.4% |
| 1Y | -11.3% | +12.0% | -23.2% | -17.8% |
| 3Y | -5.0% | +56.3% | -61.2% | -30.8% |
| All | +20.2% | +42.1% | -21.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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