+6,288.2%
MS vs VSH
+728.4%
+5,559.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -1.6% |
| 7D | +1.4% | +4.1% | -2.7% | -0.4% |
| 30D | -0.3% | -4.2% | +3.9% | +0.8% |
| 3M | +0.3% | -50.0% | +50.3% | +28.3% |
| 6M | +31.3% | +80.2% | -48.8% | -6.6% |
| YTD | +24.7% | +121.1% | -96.4% | -19.6% |
| 1Y | +47.9% | +112.0% | -64.1% | -4.0% |
| 3Y | +178.3% | +22.5% | +155.8% | +114.6% |
| 5Y | +144.9% | +64.0% | +80.8% | +61.8% |
| 10Y | +804.5% | +170.4% | +634.2% | +358.7% |
| All | +6,288.2% | +728.4% | +5,559.8% | +1,552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling