+64.6%
MAR vs VSH
+32.2%
+32.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -1.7% | +6.2% | -7.9% | -2.6% |
| 30D | -6.9% | -11.1% | +4.2% | -5.4% |
| 3M | -15.8% | -44.9% | +29.1% | -8.2% |
| 6M | +1.9% | +90.0% | -88.0% | -18.5% |
| YTD | +6.6% | +118.8% | -112.2% | -18.4% |
| 1Y | +23.7% | +109.0% | -85.3% | -5.4% |
| 3Y | +64.6% | +35.6% | +28.9% | +37.0% |
| All | +64.6% | +32.2% | +32.3% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling