+118.1%
VSH vs MDY
+14.6%
+103.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +4.1% |
| 7D | +4.8% | -1.9% | +6.6% | +9.9% |
| 30D | -0.7% | -4.6% | +3.9% | +12.3% |
| 3M | -43.1% | -1.2% | -41.8% | -39.8% |
| 6M | +91.8% | +9.2% | +82.6% | +66.6% |
| YTD | +131.6% | +13.1% | +118.6% | +85.2% |
| 1Y | +118.1% | +13.0% | +105.1% | +75.9% |
| All | +118.1% | +14.6% | +103.5% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling