+715.9%
VTV vs MRSH
+529.4%
+186.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.1% | -4.8% | +3.7% | +1.3% |
| 30D | -1.0% | -6.3% | +5.3% | +2.1% |
| 3M | +4.6% | +5.8% | -1.2% | +1.0% |
| 6M | +13.5% | +2.8% | +10.7% | +10.4% |
| YTD | +18.5% | -3.1% | +21.6% | +18.1% |
| 1Y | +22.9% | -11.3% | +34.2% | +27.5% |
| 3Y | +67.8% | -5.0% | +72.8% | +66.4% |
| 5Y | +81.8% | +19.2% | +62.7% | +58.5% |
| 10Y | +233.0% | +217.4% | +15.6% | +74.7% |
| All | +715.9% | +529.4% | +186.5% | +156.8% |
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