+67.0%
VSH vs MDY
+45.8%
+21.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +2.3% |
| 7D | +3.5% | -0.8% | +4.3% | +4.7% |
| 30D | -4.4% | -3.9% | -0.5% | +1.5% |
| 3M | -45.8% | 0.0% | -45.8% | -44.8% |
| 6M | +90.1% | +8.5% | +81.6% | +74.8% |
| YTD | +120.3% | +13.2% | +107.1% | +91.9% |
| 1Y | +112.2% | +15.0% | +97.2% | +82.6% |
| 3Y | +36.6% | +49.6% | -13.0% | -9.1% |
| 5Y | +67.0% | +46.0% | +21.0% | +16.1% |
| All | +67.0% | +45.8% | +21.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling