+174.8%
MS vs VSH
+25.6%
+149.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.4% | -10.3% | -0.2% |
| 7D | +0.7% | +3.5% | -2.7% | -0.6% |
| 30D | -0.9% | -22.4% | +21.5% | +4.4% |
| 3M | -13.0% | -25.2% | +12.2% | -8.0% |
| 6M | -2.0% | -22.5% | +20.6% | -2.1% |
| YTD | +7.8% | +84.2% | -76.4% | -19.1% |
| 1Y | +17.9% | +87.1% | -69.2% | -12.2% |
| 3Y | +174.8% | +31.7% | +143.1% | +114.2% |
| All | +174.8% | +25.6% | +149.1% | +114.2% |
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