+3,179.7%
MAR vs VSH
+332.9%
+2,846.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | +0.2% |
| 7D | +1.8% | +26.2% | -24.4% | -4.9% |
| 30D | +14.3% | -12.5% | +26.8% | +16.5% |
| 3M | +20.0% | -16.9% | +36.9% | +22.9% |
| 6M | +21.7% | -17.0% | +38.7% | +18.2% |
| YTD | +37.7% | +93.8% | -56.1% | +2.8% |
| 1Y | +46.8% | +99.3% | -52.5% | +8.4% |
| 3Y | +121.0% | +35.0% | +86.0% | +73.8% |
| 5Y | +183.1% | +45.8% | +137.3% | +115.2% |
| 10Y | +532.4% | +127.1% | +405.3% | +316.8% |
| All | +3,179.7% | +332.9% | +2,846.9% | +1,322.9% |
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