+977.6%
VRT vs MRSH
+18.2%
+959.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -8.4% | -4.8% | -3.6% | -7.1% |
| 30D | -10.9% | -6.3% | -4.5% | -9.3% |
| 3M | -13.7% | +5.8% | -19.5% | -17.0% |
| 6M | -4.1% | +2.8% | -6.9% | -7.7% |
| YTD | +58.7% | -3.1% | +61.9% | +56.1% |
| 1Y | +89.6% | -11.3% | +100.9% | +97.0% |
| 3Y | +558.1% | -5.0% | +563.1% | +486.1% |
| All | +977.6% | +18.2% | +959.3% | +599.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling