+124.5%
MSI vs VSH
+41.5%
+82.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.4% | -10.8% | +1.5% |
| 7D | +8.3% | +3.5% | +4.9% | +7.7% |
| 30D | +18.9% | -22.4% | +41.3% | +21.0% |
| 3M | +13.2% | -25.2% | +38.4% | +15.4% |
| 6M | +38.3% | -22.5% | +60.8% | +36.5% |
| YTD | +38.9% | +84.2% | -45.3% | +18.2% |
| 1Y | +36.7% | +87.1% | -50.4% | +15.8% |
| 3Y | +76.6% | +31.7% | +44.9% | +54.4% |
| 5Y | +124.5% | +42.6% | +81.9% | +75.6% |
| All | +124.5% | +41.5% | +82.9% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling