+569.6%
MA vs VSH
+141.4%
+428.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -1.8% |
| 7D | -1.8% | +12.8% | -14.5% | -5.1% |
| 30D | +11.0% | -9.0% | +20.1% | +12.0% |
| 3M | +17.9% | -12.2% | +30.1% | +18.7% |
| 6M | +33.2% | -15.9% | +49.1% | +26.1% |
| YTD | +16.5% | +103.2% | -86.8% | -19.6% |
| 1Y | +19.1% | +108.4% | -89.3% | -18.8% |
| 3Y | +70.6% | +41.6% | +29.0% | +23.6% |
| 5Y | +92.1% | +54.6% | +37.5% | +29.5% |
| 10Y | +569.6% | +138.2% | +431.4% | +276.4% |
| All | +569.6% | +141.4% | +428.1% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling