+349.1%
VT vs MRSH
+1,056.3%
-707.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.4% |
| 7D | -2.3% | +2.1% | -4.4% | -3.5% |
| 30D | -5.0% | +17.9% | -22.9% | -13.6% |
| 3M | -4.9% | +6.6% | -11.5% | -8.7% |
| 6M | -1.5% | +26.4% | -27.9% | -15.3% |
| YTD | +8.5% | +12.8% | -4.3% | -1.7% |
| 1Y | +11.4% | +18.5% | -7.2% | -2.2% |
| 3Y | +70.1% | +10.9% | +59.2% | +51.8% |
| 5Y | +53.7% | +37.5% | +16.2% | +18.6% |
| 10Y | +220.0% | +279.7% | -59.8% | +26.4% |
| All | +349.1% | +1,056.3% | -707.2% | -7.6% |
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 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