+15,614.6%
MA vs VSH
+144.5%
+15,470.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -2.2% |
| 7D | +2.3% | -12.9% | +15.2% | +5.8% |
| 30D | +14.7% | -36.9% | +51.5% | +29.2% |
| 3M | +13.5% | -28.8% | +42.3% | +21.6% |
| 6M | +33.1% | -30.3% | +63.4% | +33.7% |
| YTD | +15.1% | +62.4% | -47.3% | -15.4% |
| 1Y | +18.7% | +62.5% | -43.8% | -13.1% |
| 3Y | +72.1% | +7.4% | +64.7% | +34.5% |
| 5Y | +92.8% | +25.4% | +67.4% | +39.3% |
| 10Y | +571.6% | +102.6% | +469.0% | +283.0% |
| All | +15,614.6% | +144.5% | +15,470.1% | +6,169.1% |
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