+53.4%
VT vs MRSH
+36.6%
+16.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.9% |
| 7D | -2.3% | +2.1% | -4.4% | -2.9% |
| 30D | -5.0% | +17.9% | -22.9% | -9.7% |
| 3M | -4.9% | +6.6% | -11.5% | -6.8% |
| 6M | -1.5% | +26.4% | -27.9% | -9.6% |
| YTD | +8.5% | +12.8% | -4.3% | +3.4% |
| 1Y | +11.4% | +18.5% | -7.2% | +3.6% |
| 3Y | +70.1% | +10.9% | +59.2% | +58.7% |
| All | +53.4% | +36.6% | +16.8% | +20.2% |
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