+312.8%
MRSH vs VTEB
+25.5%
+287.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -4.8% | -0.9% | -3.8% | -4.2% |
| 30D | -6.3% | -2.5% | -3.8% | -4.7% |
| 3M | +5.8% | -3.0% | +8.8% | +8.0% |
| 6M | +2.8% | -2.1% | +4.9% | +4.2% |
| YTD | -3.1% | -1.5% | -1.6% | -2.2% |
| 1Y | -11.3% | +0.2% | -11.4% | -11.5% |
| 3Y | -5.0% | +8.6% | -13.5% | -10.6% |
| 5Y | +19.2% | +1.2% | +18.0% | +17.6% |
| 10Y | +217.4% | +18.1% | +199.3% | +230.6% |
| All | +312.8% | +25.5% | +287.3% | +410.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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