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  • MSCI vs VSH✓SelectedUSD · VSHMSCI vs VSH performance historyLatest closeAs of-0.29%09/04
Stock and ETF performance explorer

MSCI vs VSH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,417.1%
VSH return
+328.3%
Excess return
+2,088.8%
Maximum drawdown
-69.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVSHExcessAlpha
1D-0.3%+4.4%-4.7%-1.7%
7D+0.4%+4.1%-3.7%-0.9%
30D+0.6%-4.2%+4.7%+1.2%
3M-7.1%-50.0%+42.9%+10.3%
6M+0.8%+80.2%-79.3%-25.6%
YTD+1.0%+121.1%-120.1%-31.3%
1Y+4.3%+112.0%-107.7%-29.0%
3Y+9.9%+22.5%-12.6%-14.3%
5Y-6.8%+64.0%-70.8%-35.9%
10Y+614.7%+170.4%+444.3%+273.3%
All+2,417.1%+328.3%+2,088.8%+944.0%

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