+11,480.4%
VRTX vs MRSH
+3,078.8%
+8,401.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -0.5% |
| 7D | -6.4% | -5.9% | -0.5% | -3.6% |
| 30D | -0.5% | -7.3% | +6.8% | +3.1% |
| 3M | +16.9% | +7.4% | +9.5% | +12.5% |
| 6M | +13.1% | -0.7% | +13.7% | +12.2% |
| YTD | +14.9% | -3.2% | +18.1% | +14.8% |
| 1Y | +31.4% | -10.6% | +42.0% | +35.9% |
| 3Y | +51.9% | -4.6% | +56.5% | +50.5% |
| 5Y | +177.1% | +19.3% | +157.8% | +143.0% |
| 10Y | +456.3% | +217.3% | +239.0% | +196.1% |
| All | +11,480.4% | +3,078.8% | +8,401.6% | +2,608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling