+67.0%
VSH vs MTB
+103.4%
-36.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +3.5% | +1.1% | +2.5% | +2.9% |
| 30D | -4.4% | -4.6% | +0.2% | -1.9% |
| 3M | -45.8% | +6.3% | -52.1% | -48.0% |
| 6M | +90.1% | +15.6% | +74.5% | +73.4% |
| YTD | +120.3% | +20.6% | +99.8% | +96.5% |
| 1Y | +112.2% | +22.5% | +89.7% | +87.4% |
| 3Y | +36.6% | +114.4% | -77.8% | -4.4% |
| 5Y | +67.0% | +101.9% | -34.9% | +16.1% |
| All | +67.0% | +103.4% | -36.4% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling