+88.5%
MA vs VSH
+38.9%
+49.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.8% |
| 7D | +1.3% | +14.3% | -13.0% | -0.3% |
| 30D | +9.6% | -7.9% | +17.5% | +9.9% |
| 3M | +16.8% | -19.9% | +36.6% | +18.4% |
| 6M | +35.2% | -30.5% | +65.7% | +34.1% |
| YTD | +16.6% | +85.7% | -69.1% | -8.2% |
| 1Y | +19.8% | +98.9% | -79.2% | -7.4% |
| 3Y | +70.7% | +32.1% | +38.6% | +39.1% |
| All | +88.5% | +38.9% | +49.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling