+26.9%
MSFU vs VSH
+32.2%
-5.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -3.2% | +6.2% | -9.4% | -4.4% |
| 30D | -3.1% | -11.1% | +8.0% | -1.2% |
| 3M | +35.3% | -44.9% | +80.2% | +46.9% |
| 6M | +31.6% | +90.0% | -58.4% | +0.7% |
| YTD | -9.5% | +118.8% | -128.3% | -35.3% |
| 1Y | -18.4% | +109.0% | -127.4% | -41.3% |
| 3Y | +26.9% | +35.6% | -8.7% | +0.5% |
| All | +26.9% | +32.2% | -5.3% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling