+349.5%
MTUM vs VSH
+196.4%
+153.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.9% | -0.6% |
| 7D | +0.7% | +4.8% | -4.0% | -0.8% |
| 30D | -2.4% | -0.7% | -1.7% | -2.5% |
| 3M | -3.6% | -43.1% | +39.4% | +12.4% |
| 6M | +23.7% | +91.8% | -68.1% | -2.7% |
| YTD | +22.9% | +131.6% | -108.7% | -9.5% |
| 1Y | +21.8% | +118.1% | -96.3% | -9.4% |
| 3Y | +114.4% | +40.9% | +73.5% | +75.0% |
| 5Y | +79.6% | +75.8% | +3.8% | +31.9% |
| All | +349.5% | +196.4% | +153.1% | +159.0% |
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