+794.2%
MS vs VEU
+149.3%
+644.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +2.5% | +1.7% | +0.8% | +0.4% |
| 30D | 0.0% | +1.0% | -1.0% | -1.3% |
| 3M | +2.4% | +5.6% | -3.2% | -4.5% |
| 6M | +36.4% | +13.7% | +22.7% | +15.0% |
| YTD | +23.8% | +17.7% | +6.1% | -0.4% |
| 1Y | +48.6% | +25.8% | +22.9% | +9.7% |
| 3Y | +179.1% | +77.1% | +102.0% | +30.5% |
| 5Y | +144.8% | +57.1% | +87.7% | +35.7% |
| 10Y | +794.2% | +149.8% | +644.4% | +190.2% |
| All | +794.2% | +149.3% | +644.9% | +190.2% |
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