+95.0%
MTZ vs VSH
+38.9%
+56.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +3.0% | +0.6% |
| 7D | +5.0% | +14.3% | -9.4% | -1.1% |
| 30D | -6.0% | -7.9% | +1.9% | -4.0% |
| 3M | -36.1% | -19.9% | -16.3% | -31.2% |
| 6M | -56.9% | -30.5% | -26.3% | -52.9% |
| YTD | -15.9% | +85.7% | -101.6% | -43.6% |
| 1Y | -3.8% | +98.9% | -102.8% | -37.7% |
| 3Y | +272.3% | +32.1% | +240.2% | +181.5% |
| All | +95.0% | +38.9% | +56.0% | +34.4% |
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