+635.3%
VST vs MRSH
+36.2%
+599.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -6.0% | +1.6% | -7.7% | -6.2% |
| 30D | -18.8% | +17.7% | -36.5% | -20.7% |
| 3M | -8.0% | +9.1% | -17.1% | -9.2% |
| 6M | -10.9% | +28.2% | -39.2% | -15.5% |
| YTD | -18.3% | +14.0% | -32.3% | -20.4% |
| 1Y | -29.9% | +18.7% | -48.6% | -32.9% |
| 3Y | +290.3% | +8.7% | +281.6% | +276.2% |
| 5Y | +635.3% | +35.8% | +599.5% | +496.9% |
| All | +635.3% | +36.2% | +599.1% | +496.9% |
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