+32.8%
MXL vs VSH
+64.5%
-31.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.2% |
| 7D | +16.6% | +3.1% | +13.6% | +13.8% |
| 30D | +0.5% | -5.7% | +6.2% | +6.8% |
| 3M | -3.6% | -42.5% | +38.8% | +55.4% |
| 6M | +328.0% | +82.7% | +245.3% | +151.7% |
| YTD | +297.8% | +118.2% | +179.6% | +98.3% |
| 1Y | +339.4% | +109.7% | +229.7% | +126.6% |
| 3Y | +201.7% | +35.3% | +166.4% | +125.8% |
| 5Y | +32.8% | +65.6% | -32.8% | -26.2% |
| All | +32.8% | +64.5% | -31.7% | -26.2% |
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