+169.7%
VEA vs MRSH
+818.4%
-648.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.5% | -4.8% | +3.3% | +1.1% |
| 30D | -0.8% | -6.3% | +5.5% | +2.5% |
| 3M | +2.5% | +5.8% | -3.3% | -1.6% |
| 6M | +11.1% | +2.8% | +8.3% | +7.2% |
| YTD | +17.2% | -3.1% | +20.3% | +16.0% |
| 1Y | +24.5% | -11.3% | +35.8% | +28.7% |
| 3Y | +75.4% | -5.0% | +80.4% | +71.6% |
| 5Y | +61.1% | +19.2% | +41.9% | +35.8% |
| 10Y | +163.1% | +217.4% | -54.3% | +19.0% |
| All | +169.7% | +818.4% | -648.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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