+568.4%
MA vs VSH
+117.5%
+450.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.1% |
| 7D | +1.8% | -1.6% | +3.4% | +1.6% |
| 30D | +11.8% | -21.3% | +33.1% | +16.8% |
| 3M | +17.2% | -18.9% | +36.1% | +20.3% |
| 6M | +33.4% | -21.4% | +54.8% | +28.2% |
| YTD | +16.1% | +86.8% | -70.7% | -18.2% |
| 1Y | +19.9% | +85.8% | -65.8% | -15.6% |
| 3Y | +70.1% | +30.1% | +39.9% | +25.8% |
| 5Y | +89.6% | +42.8% | +46.8% | +30.2% |
| 10Y | +568.4% | +121.2% | +447.2% | +285.0% |
| All | +568.4% | +117.5% | +450.9% | +285.0% |
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