+1,270.0%
MRSH vs VRSN
+6,665.6%
-5,395.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -6.3% | +3.8% | -10.1% | -6.9% |
| 3M | +5.8% | +5.0% | +0.8% | +4.9% |
| 6M | +2.8% | +24.9% | -22.1% | -0.9% |
| YTD | -3.1% | +21.6% | -24.7% | -6.3% |
| 1Y | -11.3% | +2.4% | -13.7% | -11.9% |
| 3Y | -5.0% | +47.3% | -52.3% | -11.2% |
| 5Y | +19.2% | +34.7% | -15.6% | +12.6% |
| 10Y | +217.4% | +298.1% | -80.7% | +157.4% |
| All | +1,270.0% | +6,665.6% | -5,395.6% | +477.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 all: compounded portfolio wealth divided by compounded VRSN 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…
all analysis · Full analysis span regression · 6 months rolling