+103.9%
MSFU vs VSH
+53.3%
+50.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +13.4% | -8.0% | +2.2% |
| 7D | +14.6% | +3.5% | +11.1% | +13.2% |
| 30D | +2.1% | -22.4% | +24.5% | +7.6% |
| 3M | +14.7% | -25.2% | +39.8% | +20.8% |
| 6M | +55.7% | -22.5% | +78.2% | +50.1% |
| YTD | +7.1% | +84.2% | -77.1% | -26.2% |
| 1Y | -0.5% | +87.1% | -87.6% | -32.3% |
| 3Y | +35.7% | +31.7% | +4.1% | -2.2% |
| All | +103.9% | +53.3% | +50.6% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling