+181.3%
MS vs VSH
+24.4%
+156.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -0.9% |
| 7D | +1.4% | +4.1% | -2.7% | +0.3% |
| 30D | -0.3% | -4.2% | +3.9% | +0.5% |
| 3M | +0.3% | -50.0% | +50.3% | +17.7% |
| 6M | +31.3% | +80.2% | -48.8% | +2.1% |
| YTD | +24.7% | +121.1% | -96.4% | -9.8% |
| 1Y | +47.9% | +112.0% | -64.1% | +7.6% |
| All | +181.3% | +24.4% | +156.9% | +128.5% |
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