+2,498.9%
MAR vs VSH
+393.8%
+2,105.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.1% |
| 7D | -4.2% | +4.1% | -8.2% | -5.2% |
| 30D | -6.7% | -4.2% | -2.5% | -6.0% |
| 3M | -12.5% | -50.0% | +37.5% | +2.3% |
| 6M | +0.6% | +80.2% | -79.6% | -20.7% |
| YTD | +9.1% | +121.1% | -112.0% | -19.6% |
| 1Y | +26.2% | +112.0% | -85.8% | -6.8% |
| 3Y | +68.2% | +22.5% | +45.6% | +39.6% |
| 5Y | +163.9% | +64.0% | +99.9% | +98.8% |
| 10Y | +420.6% | +170.4% | +250.2% | +235.2% |
| All | +2,498.9% | +393.8% | +2,105.2% | +1,013.9% |
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