+535.3%
VRT vs MRSH
-4.7%
+540.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.5% |
| 7D | -7.7% | -5.9% | -1.8% | -10.3% |
| 30D | -12.0% | -7.3% | -4.7% | -14.9% |
| 3M | -11.7% | +6.7% | -18.3% | -8.4% |
| 6M | -8.1% | +3.0% | -11.1% | -4.7% |
| YTD | +53.2% | -2.9% | +56.1% | +58.0% |
| 1Y | +81.7% | -9.0% | +90.6% | +88.9% |
| All | +535.3% | -4.7% | +540.0% | +526.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling