+3,168.2%
MAR vs VSH
+314.7%
+2,853.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +0.8% |
| 7D | +1.6% | +14.3% | -12.7% | -2.5% |
| 30D | +13.8% | -7.9% | +21.7% | +14.5% |
| 3M | +20.3% | -19.9% | +40.1% | +24.4% |
| 6M | +21.3% | -30.5% | +51.8% | +24.4% |
| YTD | +37.2% | +85.7% | -48.5% | +3.6% |
| 1Y | +48.4% | +98.9% | -50.5% | +9.5% |
| 3Y | +120.1% | +32.1% | +88.0% | +74.0% |
| 5Y | +182.1% | +39.7% | +142.4% | +116.9% |
| 10Y | +530.2% | +117.6% | +412.6% | +320.1% |
| All | +3,168.2% | +314.7% | +2,853.5% | +1,334.2% |
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