+222.1%
MAS vs VSH
+85.0%
+137.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.8% | +11.3% | +0.9% |
| 7D | +4.6% | -25.2% | +29.7% | +13.0% |
| 30D | +19.9% | -41.8% | +61.7% | +38.7% |
| 3M | +8.9% | -33.4% | +42.3% | +19.7% |
| 6M | +20.2% | -31.0% | +51.2% | +22.2% |
| YTD | +33.9% | +53.6% | -19.7% | -0.8% |
| 1Y | +34.7% | +46.3% | -11.6% | +1.2% |
| 3Y | +60.4% | -1.0% | +61.3% | +32.2% |
| 5Y | +43.5% | +18.6% | +24.8% | +8.7% |
| All | +222.1% | +85.0% | +137.1% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling