+144.0%
MP vs VSH
+32.2%
+111.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.9% | -4.0% |
| 7D | -3.6% | -1.6% | -2.0% | -3.4% |
| 30D | -21.0% | -21.3% | +0.3% | -13.4% |
| 3M | -33.3% | -18.9% | -14.4% | -28.5% |
| 6M | -45.9% | -21.4% | -24.5% | -43.6% |
| YTD | -27.8% | +86.8% | -114.7% | -49.2% |
| 1Y | -43.2% | +85.8% | -128.9% | -60.0% |
| 3Y | +144.0% | +30.1% | +113.9% | +115.9% |
| All | +144.0% | +32.2% | +111.9% | +115.9% |
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