+5,285.6%
MS vs VSH
+475.4%
+4,810.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -14.8% | +8.8% | +0.3% |
| 7D | -3.4% | -25.2% | +21.8% | +8.2% |
| 30D | -3.9% | -41.8% | +37.9% | +18.5% |
| 3M | -15.9% | -33.4% | +17.5% | -3.3% |
| 6M | -2.5% | -31.0% | +28.6% | +3.5% |
| YTD | +5.1% | +53.6% | -48.5% | -22.9% |
| 1Y | +13.0% | +46.3% | -33.3% | -15.7% |
| 3Y | +160.7% | -1.0% | +161.6% | +113.9% |
| 5Y | +114.0% | +18.6% | +95.4% | +58.1% |
| 10Y | +637.5% | +91.7% | +545.8% | +322.0% |
| All | +5,285.6% | +475.4% | +4,810.2% | +1,485.0% |
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