+424.9%
MAR vs VSH
+179.3%
+245.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.1% | +3.1% | -5.2% | -3.1% |
| 30D | -5.7% | -5.7% | +0.1% | -4.1% |
| 3M | -14.6% | -42.5% | +27.8% | -0.7% |
| 6M | +1.3% | +82.7% | -81.3% | -29.3% |
| YTD | +6.7% | +118.2% | -111.5% | -31.9% |
| 1Y | +26.4% | +109.7% | -83.2% | -19.4% |
| 3Y | +64.7% | +35.3% | +29.4% | +19.7% |
| 5Y | +153.1% | +65.6% | +87.5% | +59.5% |
| All | +424.9% | +179.3% | +245.6% | +149.7% |
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