+553.7%
MS vs VFC
-46.8%
+600.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +0.8% | +3.5% | -2.7% | -0.3% |
| 30D | -0.7% | +38.3% | -39.0% | -10.8% |
| 3M | -12.4% | +40.2% | -52.5% | -21.9% |
| 6M | -1.7% | +10.6% | -12.4% | -6.7% |
| YTD | +8.0% | +16.7% | -8.7% | +0.1% |
| 1Y | +16.2% | +45.0% | -28.8% | -0.4% |
| 3Y | +171.3% | +48.8% | +122.5% | +94.2% |
| 5Y | +124.8% | -67.6% | +192.3% | +228.6% |
| 10Y | +553.7% | -47.5% | +601.2% | +721.3% |
| All | +553.7% | -46.8% | +600.4% | +721.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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