+32.1%
VSH vs MTB
+106.3%
-74.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.7% |
| 7D | +14.3% | +1.5% | +12.8% | +13.1% |
| 30D | -7.9% | +2.3% | -10.2% | -9.5% |
| 3M | -19.9% | -12.1% | -7.7% | -11.4% |
| 6M | -30.5% | +9.8% | -40.3% | -36.8% |
| YTD | +85.7% | +12.0% | +73.7% | +64.9% |
| 1Y | +98.9% | +22.0% | +76.9% | +64.3% |
| 3Y | +32.1% | +107.6% | -75.5% | -19.4% |
| All | +32.1% | +106.3% | -74.2% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling