+112.0%
VSH vs MTB
+23.4%
+88.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | +4.1% | +1.7% | +2.3% | +3.2% |
| 30D | -4.2% | -4.2% | 0.0% | -2.1% |
| 3M | -50.0% | +8.9% | -58.8% | -53.2% |
| 6M | +80.2% | +10.9% | +69.3% | +65.4% |
| YTD | +121.1% | +21.5% | +99.6% | +87.3% |
| 1Y | +112.0% | +21.9% | +90.1% | +69.4% |
| All | +112.0% | +23.4% | +88.6% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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