+542.0%
MS vs VEU
+149.9%
+392.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.9% |
| 7D | +5.1% | +2.1% | +3.0% | +2.3% |
| 30D | +5.7% | -0.9% | +6.6% | +7.1% |
| 3M | -12.2% | -5.4% | -6.8% | -5.6% |
| 6M | -0.5% | -1.8% | +1.3% | +1.8% |
| YTD | +9.8% | +10.9% | -1.1% | -4.7% |
| 1Y | +17.7% | +13.6% | +4.2% | -1.0% |
| 3Y | +176.8% | +69.3% | +107.6% | +36.5% |
| 5Y | +123.7% | +48.1% | +75.6% | +33.4% |
| All | +542.0% | +149.9% | +392.1% | +116.7% |
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