+541.8%
MS vs VEU
+152.2%
+389.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.4% |
| 7D | -1.7% | -0.5% | -1.2% | -1.0% |
| 30D | +0.9% | -1.0% | +1.9% | +2.4% |
| 3M | -10.8% | -3.6% | -7.2% | -6.4% |
| 6M | +0.9% | -1.2% | +2.1% | +2.4% |
| YTD | +9.8% | +12.0% | -2.2% | -5.9% |
| 1Y | +17.1% | +13.9% | +3.2% | -1.8% |
| 3Y | +175.7% | +71.3% | +104.4% | +33.9% |
| 5Y | +125.9% | +50.3% | +75.6% | +32.1% |
| All | +541.8% | +152.2% | +389.6% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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