+662.2%
MSI vs VSH
+124.9%
+537.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.1% |
| 7D | +2.6% | +26.2% | -23.6% | -1.7% |
| 30D | +18.1% | -12.5% | +30.6% | +19.7% |
| 3M | +13.2% | -16.9% | +30.1% | +15.0% |
| 6M | +36.3% | -17.0% | +53.2% | +32.6% |
| YTD | +39.5% | +93.8% | -54.3% | +8.7% |
| 1Y | +36.9% | +99.3% | -62.5% | +5.6% |
| 3Y | +76.1% | +35.0% | +41.1% | +42.2% |
| 5Y | +123.7% | +45.8% | +77.9% | +71.4% |
| All | +662.2% | +124.9% | +537.4% | +364.1% |
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