+123.4%
VRT vs MRSH
-7.9%
+131.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +2.9% |
| 7D | +9.1% | -3.6% | +12.7% | +5.4% |
| 30D | +0.9% | -3.0% | +3.9% | -1.6% |
| 3M | -13.4% | +15.8% | -29.2% | +1.5% |
| 6M | +11.7% | +1.6% | +10.1% | +21.5% |
| YTD | +73.2% | +1.7% | +71.5% | +90.0% |
| 1Y | +123.4% | -8.0% | +131.5% | +147.7% |
| All | +123.4% | -7.9% | +131.3% | +147.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling