+1,682.0%
MAS vs VSH
+1,346.8%
+335.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.1% | +10.7% | +6.9% |
| 7D | +14.2% | -13.6% | +27.8% | +17.8% |
| 30D | +26.8% | -30.4% | +57.2% | +37.0% |
| 3M | +13.1% | -33.3% | +46.4% | +22.2% |
| 6M | +27.9% | -15.1% | +43.0% | +25.7% |
| YTD | +38.7% | +80.2% | -41.6% | +11.0% |
| 1Y | +40.4% | +63.4% | -23.0% | +14.9% |
| 3Y | +66.1% | +16.2% | +49.9% | +43.2% |
| 5Y | +47.4% | +42.1% | +5.4% | +20.4% |
| 10Y | +238.3% | +124.9% | +113.4% | +137.4% |
| All | +1,682.0% | +1,346.8% | +335.3% | +622.1% |
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