+4,456.3%
MSI vs VSH
+1,531.5%
+2,924.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | -1.2% |
| 7D | +7.7% | +12.8% | -5.1% | +2.8% |
| 30D | +19.9% | -9.0% | +28.9% | +20.8% |
| 3M | +14.9% | -12.2% | +27.1% | +15.6% |
| 6M | +37.2% | -15.9% | +53.2% | +32.1% |
| YTD | +40.8% | +103.2% | -62.5% | -0.7% |
| 1Y | +38.1% | +108.4% | -70.3% | -3.7% |
| 3Y | +77.7% | +41.6% | +36.1% | +29.4% |
| 5Y | +129.0% | +54.6% | +74.4% | +58.3% |
| 10Y | +671.3% | +138.2% | +533.1% | +321.9% |
| All | +4,456.3% | +1,531.5% | +2,924.8% | +1,117.5% |
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