+1,179.1%
VST vs MRSH
+257.8%
+921.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +19.2% | -1.8% | +20.9% | +19.8% |
| 30D | -17.2% | +16.2% | -33.4% | -22.3% |
| 3M | -8.1% | +9.5% | -17.7% | -12.1% |
| 6M | -8.1% | +27.3% | -35.5% | -18.5% |
| YTD | -16.3% | +13.3% | -29.6% | -22.8% |
| 1Y | -24.1% | +15.0% | -39.1% | -30.6% |
| 3Y | +300.2% | +8.1% | +292.1% | +266.6% |
| 5Y | +645.9% | +33.7% | +612.2% | +492.8% |
| All | +1,179.1% | +257.8% | +921.3% | +551.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling