+358.6%
VT vs MRSH
+1,068.2%
-709.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.2% |
| 7D | -0.1% | +1.6% | -1.8% | -1.1% |
| 30D | -3.1% | +17.7% | -20.8% | -11.8% |
| 3M | -3.5% | +9.1% | -12.6% | -8.6% |
| 6M | +0.5% | +28.2% | -27.8% | -14.2% |
| YTD | +10.8% | +14.0% | -3.2% | -0.2% |
| 1Y | +11.9% | +18.7% | -6.8% | -1.7% |
| 3Y | +73.0% | +8.7% | +64.2% | +56.4% |
| 5Y | +58.6% | +35.8% | +22.8% | +23.4% |
| 10Y | +219.2% | +261.6% | -42.4% | +30.3% |
| All | +358.6% | +1,068.2% | -709.7% | -6.2% |
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 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