+34.8%
MRSH vs VSXY
+37.5%
-2.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -6.3% | -18.7% | +12.3% | -5.6% |
| 3M | +5.8% | -4.0% | +9.8% | +5.8% |
| 6M | +2.8% | +67.5% | -64.7% | -0.2% |
| YTD | -3.1% | +39.7% | -42.8% | -5.3% |
| 1Y | -11.3% | +180.0% | -191.2% | -16.5% |
| 3Y | -5.0% | +337.3% | -342.3% | -16.8% |
| 5Y | +19.2% | +22.7% | -3.5% | +14.7% |
| All | +34.8% | +37.5% | -2.7% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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