+35.3%
MAS vs VSH
+64.7%
-29.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.6% |
| 7D | -0.8% | +4.1% | -4.8% | -1.9% |
| 30D | -5.6% | -4.2% | -1.4% | -4.8% |
| 3M | +4.4% | -50.0% | +54.4% | +24.3% |
| 6M | +7.2% | +80.2% | -73.0% | -20.6% |
| YTD | +16.1% | +121.1% | -105.0% | -21.4% |
| 1Y | +0.1% | +112.0% | -111.9% | -31.9% |
| 3Y | +28.3% | +22.5% | +5.8% | +6.4% |
| All | +35.3% | +64.7% | -29.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling