+211.7%
MRSH vs VYM
+209.2%
+2.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -4.8% | -0.8% | -4.0% | -4.1% |
| 30D | -6.3% | -2.2% | -4.1% | -4.6% |
| 3M | +5.8% | +3.1% | +2.7% | +3.2% |
| 6M | +2.8% | +9.7% | -6.9% | -5.0% |
| YTD | -3.1% | +14.9% | -18.0% | -13.9% |
| 1Y | -11.3% | +17.6% | -28.8% | -22.7% |
| 3Y | -5.0% | +65.3% | -70.3% | -38.7% |
| 5Y | +19.2% | +78.7% | -59.5% | -27.9% |
| All | +211.7% | +209.2% | +2.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling