+241.3%
VSH vs MDY
+2,662.7%
-2,421.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +4.1% | +0.1% | +3.9% | +3.9% |
| 30D | -4.2% | -1.5% | -2.7% | -1.8% |
| 3M | -50.0% | +0.8% | -50.7% | -49.6% |
| 6M | +80.2% | +7.4% | +72.8% | +68.4% |
| YTD | +121.1% | +15.2% | +105.9% | +88.5% |
| 1Y | +112.0% | +16.5% | +95.5% | +79.6% |
| 3Y | +22.5% | +46.8% | -24.3% | -19.7% |
| 5Y | +64.0% | +46.0% | +18.0% | +6.7% |
| 10Y | +170.4% | +172.1% | -1.7% | -21.6% |
| All | +241.3% | +2,662.7% | -2,421.4% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling