+3,134.4%
MTZ vs VSH
+1,674.8%
+1,459.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.5% |
| 7D | -1.6% | +4.1% | -5.6% | -3.1% |
| 30D | -11.1% | -4.2% | -6.9% | -9.7% |
| 3M | -36.7% | -50.0% | +13.3% | -19.7% |
| 6M | -21.9% | +80.2% | -102.1% | -39.8% |
| YTD | +9.1% | +121.1% | -112.0% | -22.5% |
| 1Y | +30.0% | +112.0% | -82.0% | -6.8% |
| 3Y | +138.5% | +22.5% | +115.9% | +101.0% |
| 5Y | +158.3% | +64.0% | +94.3% | +94.8% |
| 10Y | +700.8% | +170.4% | +530.4% | +405.1% |
| All | +3,134.4% | +1,674.8% | +1,459.6% | +1,310.0% |
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 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