+1,216.9%
VST vs MRSH
+230.5%
+986.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +4.1% |
| 7D | +8.9% | -3.6% | +12.5% | +10.4% |
| 30D | +6.2% | -3.0% | +9.2% | +7.3% |
| 3M | -2.7% | +15.8% | -18.6% | -9.7% |
| 6M | -8.4% | +1.6% | -9.9% | -10.5% |
| YTD | -7.2% | +1.7% | -8.9% | -10.1% |
| 1Y | -20.9% | -8.0% | -12.9% | -19.9% |
| 3Y | +384.0% | -0.3% | +384.3% | +357.9% |
| 5Y | +757.1% | +25.9% | +731.2% | +594.9% |
| All | +1,216.9% | +230.5% | +986.3% | +601.3% |
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