+505.6%
MA vs VSH
+170.2%
+335.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -1.8% | +6.2% | -8.0% | -3.3% |
| 30D | +1.4% | -11.1% | +12.5% | +4.1% |
| 3M | +17.7% | -44.9% | +62.7% | +33.4% |
| 6M | +9.7% | +90.0% | -80.3% | -19.5% |
| YTD | +0.5% | +118.8% | -118.3% | -30.4% |
| 1Y | -2.1% | +109.0% | -111.1% | -32.0% |
| 3Y | +40.1% | +35.6% | +4.5% | +7.1% |
| 5Y | +67.5% | +66.7% | +0.8% | +13.2% |
| 10Y | +505.6% | +167.9% | +337.7% | +221.6% |
| All | +505.6% | +170.2% | +335.4% | +221.6% |
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