+222.7%
VT vs MRSH
+257.8%
-35.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +2.9% | -1.8% | +4.7% | +3.7% |
| 30D | -2.5% | +16.2% | -18.7% | -9.2% |
| 3M | -3.3% | +9.5% | -12.9% | -7.7% |
| 6M | +1.5% | +27.3% | -25.8% | -10.6% |
| YTD | +11.4% | +13.3% | -1.9% | +2.7% |
| 1Y | +11.9% | +15.0% | -3.1% | +2.3% |
| 3Y | +73.9% | +8.1% | +65.8% | +60.8% |
| 5Y | +57.9% | +33.7% | +24.2% | +26.8% |
| All | +222.7% | +257.8% | -35.1% | +54.6% |
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