+33.8%
MAS vs VSH
+24.4%
+9.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.8% |
| 7D | -0.8% | +4.1% | -4.8% | -1.6% |
| 30D | -5.6% | -4.2% | -1.4% | -4.9% |
| 3M | +4.4% | -50.0% | +54.4% | +20.3% |
| 6M | +7.2% | +80.2% | -73.0% | -17.0% |
| YTD | +16.1% | +121.1% | -105.0% | -16.8% |
| 1Y | +0.1% | +112.0% | -111.9% | -27.9% |
| All | +33.8% | +24.4% | +9.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling