+125.9%
MS vs VSH
+54.3%
+71.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.1% | -0.9% |
| 7D | -1.7% | +12.8% | -14.5% | -5.5% |
| 30D | +0.9% | -9.0% | +9.9% | +2.5% |
| 3M | -10.8% | -12.2% | +1.4% | -9.3% |
| 6M | +0.9% | -15.9% | +16.8% | -1.6% |
| YTD | +9.8% | +103.2% | -93.4% | -23.1% |
| 1Y | +17.1% | +108.4% | -91.4% | -18.9% |
| 3Y | +175.7% | +41.6% | +134.2% | +108.5% |
| 5Y | +125.9% | +54.6% | +71.3% | +51.4% |
| All | +125.9% | +54.3% | +71.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling