+1,238.7%
VUG vs MRSH
+529.2%
+709.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | +0.1% | -5.9% | +5.9% | +2.9% |
| 30D | -1.7% | -7.3% | +5.6% | +1.7% |
| 3M | +2.8% | +7.4% | -4.6% | -1.4% |
| 6M | +13.6% | -0.7% | +14.3% | +12.1% |
| YTD | +8.1% | -3.2% | +11.2% | +7.3% |
| 1Y | +13.1% | -10.6% | +23.7% | +16.1% |
| 3Y | +87.0% | -4.6% | +91.5% | +83.5% |
| 5Y | +76.0% | +19.3% | +56.7% | +55.1% |
| 10Y | +420.5% | +217.3% | +203.2% | +192.8% |
| All | +1,238.7% | +529.2% | +709.5% | +381.6% |
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