+3,874.2%
MSI vs VSH
+1,674.8%
+2,199.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.3% |
| 7D | -3.7% | +4.1% | -7.8% | -5.0% |
| 30D | +6.8% | -4.2% | +11.0% | +7.4% |
| 3M | +14.3% | -50.0% | +64.3% | +35.7% |
| 6M | -1.6% | +80.2% | -81.8% | -24.7% |
| YTD | +22.8% | +121.1% | -98.3% | -13.0% |
| 1Y | -1.1% | +112.0% | -113.1% | -30.0% |
| 3Y | +70.5% | +22.5% | +47.9% | +34.4% |
| 5Y | +102.8% | +64.0% | +38.8% | +41.6% |
| 10Y | +597.4% | +170.4% | +427.0% | +276.7% |
| All | +3,874.2% | +1,674.8% | +2,199.4% | +965.8% |
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