+607.1%
MS vs VSH
+95.6%
+511.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -2.8% |
| 7D | -1.6% | -12.9% | +11.4% | +3.2% |
| 30D | -3.8% | -36.9% | +33.1% | +13.6% |
| 3M | -14.6% | -28.8% | +14.2% | -5.2% |
| 6M | -5.1% | -30.3% | +25.2% | -1.3% |
| YTD | +4.5% | +62.4% | -57.8% | -28.3% |
| 1Y | +13.5% | +62.5% | -49.0% | -22.5% |
| 3Y | +160.4% | +7.4% | +153.0% | +100.6% |
| 5Y | +112.9% | +25.4% | +87.4% | +44.2% |
| All | +607.1% | +95.6% | +511.5% | +242.7% |
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