+76.3%
MSFU vs VSH
+84.0%
-7.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.4% | -8.6% | -5.2% |
| 7D | -5.7% | +4.1% | -9.7% | -6.7% |
| 30D | +4.2% | -4.2% | +8.3% | +4.6% |
| 3M | +27.9% | -50.0% | +77.9% | +46.9% |
| 6M | +37.1% | +80.2% | -43.1% | +1.3% |
| YTD | -7.4% | +121.1% | -128.5% | -38.1% |
| 1Y | -19.6% | +112.0% | -131.6% | -46.1% |
| 3Y | +33.2% | +22.5% | +10.7% | +8.8% |
| All | +76.3% | +84.0% | -7.7% | -4.7% |
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