+254.1%
MP vs VSH
+76.6%
+177.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +2.0% |
| 7D | -10.5% | -12.9% | +2.4% | -4.4% |
| 30D | -23.5% | -36.9% | +13.3% | -4.1% |
| 3M | -25.4% | -28.8% | +3.3% | -13.6% |
| 6M | -51.3% | -30.3% | -21.0% | -46.4% |
| YTD | -29.9% | +62.4% | -92.3% | -53.3% |
| 1Y | -31.8% | +62.5% | -94.4% | -54.8% |
| 3Y | +127.0% | +7.4% | +119.6% | +84.3% |
| 5Y | -3.3% | +25.4% | -28.7% | -31.6% |
| All | +254.1% | +76.6% | +177.5% | +131.0% |
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