+131.7%
MP vs VSH
+10.8%
+121.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +2.5% |
| 7D | -10.5% | -12.9% | +2.4% | -5.5% |
| 30D | -23.5% | -36.9% | +13.3% | -8.0% |
| 3M | -25.4% | -28.8% | +3.3% | -15.7% |
| 6M | -51.3% | -30.3% | -21.0% | -46.5% |
| YTD | -29.9% | +62.4% | -92.3% | -47.5% |
| 1Y | -31.8% | +62.5% | -94.4% | -49.1% |
| All | +131.7% | +10.8% | +121.0% | +111.6% |
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