+377.4%
VT vs MRSH
+942.5%
-565.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | +0.4% | -3.6% | +4.0% | +2.5% |
| 30D | +1.0% | -3.0% | +4.0% | +2.6% |
| 3M | +2.4% | +15.8% | -13.5% | -6.9% |
| 6M | +12.0% | +1.6% | +10.4% | +8.9% |
| YTD | +15.3% | +1.7% | +13.6% | +11.3% |
| 1Y | +22.6% | -8.0% | +30.6% | +24.7% |
| 3Y | +74.7% | -0.3% | +74.9% | +66.2% |
| 5Y | +66.1% | +25.9% | +40.2% | +35.0% |
| 10Y | +225.0% | +222.0% | +3.0% | +42.1% |
| All | +377.4% | +942.5% | -565.0% | +4.6% |
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