+597.6%
MSI vs VSH
+179.3%
+418.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -1.8% | +3.1% | -4.9% | -2.4% |
| 30D | -0.6% | -5.7% | +5.1% | +0.2% |
| 3M | +13.0% | -42.5% | +55.5% | +23.4% |
| 6M | +0.5% | +82.7% | -82.2% | -17.9% |
| YTD | +21.7% | +118.2% | -96.5% | -5.7% |
| 1Y | -2.6% | +109.7% | -112.3% | -24.6% |
| 3Y | +69.7% | +35.3% | +34.4% | +41.5% |
| 5Y | +102.8% | +65.6% | +37.2% | +53.8% |
| All | +597.6% | +179.3% | +418.4% | +313.4% |
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