+578.8%
MS vs VSH
+128.2%
+450.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.4% | -10.3% | -2.1% |
| 7D | +0.7% | +3.5% | -2.7% | -1.5% |
| 30D | -0.9% | -22.4% | +21.5% | +7.6% |
| 3M | -13.0% | -25.2% | +12.2% | -5.3% |
| 6M | -2.0% | -22.5% | +20.6% | -2.4% |
| YTD | +7.8% | +84.2% | -76.4% | -29.8% |
| 1Y | +17.9% | +87.1% | -69.2% | -24.1% |
| 3Y | +174.8% | +31.7% | +143.1% | +92.8% |
| 5Y | +119.9% | +42.6% | +77.3% | +41.4% |
| 10Y | +578.8% | +116.6% | +462.2% | +230.0% |
| All | +578.8% | +128.2% | +450.6% | +230.0% |
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