+159.3%
MP vs VSH
+31.2%
+128.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +5.3% |
| 7D | +9.5% | +14.3% | -4.9% | +2.7% |
| 30D | -3.0% | -7.9% | +4.9% | -1.0% |
| 3M | -30.4% | -19.9% | -10.5% | -25.3% |
| 6M | -39.2% | -30.5% | -8.7% | -32.9% |
| YTD | -23.3% | +85.7% | -108.9% | -46.1% |
| 1Y | -32.6% | +98.9% | -131.6% | -54.2% |
| 3Y | +159.3% | +32.1% | +127.2% | +117.5% |
| All | +159.3% | +31.2% | +128.0% | +117.5% |
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