+16.2%
MS vs VSH
+86.1%
-69.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +0.8% | -1.6% | +2.4% | +0.7% |
| 30D | -0.7% | -21.3% | +20.6% | +3.0% |
| 3M | -12.4% | -18.9% | +6.5% | -10.0% |
| 6M | -1.7% | -21.4% | +19.7% | -3.2% |
| YTD | +8.0% | +86.8% | -78.8% | -18.3% |
| 1Y | +16.2% | +85.8% | -69.5% | -12.1% |
| All | +16.2% | +86.1% | -69.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling