+112.4%
MS vs VSH
+24.4%
+88.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -2.2% |
| 7D | -1.6% | -12.9% | +11.4% | +1.9% |
| 30D | -3.8% | -36.9% | +33.1% | +8.6% |
| 3M | -14.6% | -28.8% | +14.2% | -7.7% |
| 6M | -5.1% | -30.3% | +25.2% | -2.4% |
| YTD | +4.5% | +62.4% | -57.8% | -21.7% |
| 1Y | +13.5% | +62.5% | -49.0% | -15.2% |
| 3Y | +160.4% | +7.4% | +153.0% | +115.4% |
| All | +112.4% | +24.4% | +88.0% | +50.9% |
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