+154.1%
MAR vs VSH
+67.3%
+86.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.5% | +3.5% | -4.0% | -1.2% |
| 30D | -4.7% | -4.4% | -0.3% | -4.0% |
| 3M | -15.6% | -45.8% | +30.2% | -4.7% |
| 6M | +1.2% | +90.1% | -88.9% | -23.7% |
| YTD | +7.5% | +120.3% | -112.8% | -23.5% |
| 1Y | +26.6% | +112.2% | -85.6% | -10.1% |
| 3Y | +66.0% | +36.6% | +29.4% | +32.8% |
| 5Y | +154.1% | +67.0% | +87.1% | +78.6% |
| All | +154.1% | +67.3% | +86.8% | +78.6% |
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