+13.8%
VRT vs MRSH
+20.0%
-6.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.3% | -16.2% | -9.1% |
| 7D | -15.4% | +9.4% | -24.8% | -6.0% |
| 30D | -19.0% | +23.4% | -42.4% | +3.3% |
| 3M | -23.8% | +9.9% | -33.7% | -14.2% |
| 6M | -37.9% | +26.0% | -63.9% | -15.7% |
| YTD | +27.0% | +15.2% | +11.8% | +58.8% |
| 1Y | +13.8% | +18.4% | -4.6% | +51.5% |
| All | +13.8% | +20.0% | -6.2% | +51.5% |
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