+13,824.2%
MA vs VSH
+232.9%
+13,591.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.5% |
| 7D | -2.7% | +4.1% | -6.8% | -3.9% |
| 30D | +1.5% | -4.2% | +5.7% | +2.1% |
| 3M | +20.4% | -50.0% | +70.4% | +42.8% |
| 6M | +11.1% | +80.2% | -69.0% | -17.3% |
| YTD | +2.0% | +121.1% | -119.1% | -29.9% |
| 1Y | -2.2% | +112.0% | -114.1% | -32.6% |
| 3Y | +41.9% | +22.5% | +19.4% | +10.7% |
| 5Y | +75.4% | +64.0% | +11.3% | +20.2% |
| 10Y | +527.5% | +170.4% | +357.2% | +236.7% |
| All | +13,824.2% | +232.9% | +13,591.2% | +5,094.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling