+671.4%
MSI vs VSH
+117.5%
+553.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.4% |
| 7D | +7.4% | -1.6% | +9.0% | +7.2% |
| 30D | +18.7% | -21.3% | +40.0% | +22.7% |
| 3M | +14.5% | -18.9% | +33.4% | +16.8% |
| 6M | +38.1% | -21.4% | +59.5% | +35.9% |
| YTD | +38.7% | +86.8% | -48.1% | +8.8% |
| 1Y | +35.4% | +85.8% | -50.3% | +6.1% |
| 3Y | +75.1% | +30.1% | +45.0% | +42.4% |
| 5Y | +126.4% | +42.8% | +83.6% | +73.8% |
| 10Y | +671.4% | +121.2% | +550.2% | +369.7% |
| All | +671.4% | +117.5% | +553.9% | +369.7% |
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 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