+120.4%
VSH vs MTB
+113.8%
+6.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +26.2% | 0.0% | +26.2% | +26.3% |
| 30D | -12.5% | +0.8% | -13.3% | -12.8% |
| 3M | -16.9% | -12.8% | -4.1% | -10.2% |
| 6M | -17.0% | +6.7% | -23.7% | -20.7% |
| YTD | +93.8% | +11.3% | +82.5% | +80.9% |
| 1Y | +99.3% | +20.2% | +79.2% | +78.4% |
| 3Y | +35.0% | +103.8% | -68.8% | -7.7% |
| 5Y | +45.8% | +60.9% | -15.1% | +7.6% |
| All | +120.4% | +113.8% | +6.6% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling