+170.3%
VRTX vs MRSH
+18.2%
+152.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.6% | -4.8% | -0.9% | -4.1% |
| 30D | -2.0% | -6.3% | +4.4% | +0.1% |
| 3M | +15.8% | +5.8% | +10.0% | +13.3% |
| 6M | +4.7% | +2.8% | +1.9% | +3.1% |
| YTD | +13.7% | -3.1% | +16.8% | +13.9% |
| 1Y | +29.7% | -11.3% | +41.0% | +34.3% |
| 3Y | +48.4% | -5.0% | +53.4% | +47.3% |
| All | +170.3% | +18.2% | +152.1% | +134.4% |
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