+810.2%
MS vs VFC
-68.0%
+878.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +1.4% | -1.6% | +3.0% | +1.9% |
| 30D | -0.3% | -11.6% | +11.4% | +3.8% |
| 3M | +0.3% | -18.1% | +18.4% | +5.7% |
| 6M | +31.3% | -27.4% | +58.7% | +43.2% |
| YTD | +24.7% | -24.8% | +49.5% | +33.9% |
| 1Y | +47.9% | -8.2% | +56.1% | +46.0% |
| 3Y | +178.3% | -29.1% | +207.5% | +159.1% |
| 5Y | +144.9% | -79.2% | +224.1% | +313.1% |
| All | +810.2% | -68.0% | +878.3% | +1,197.2% |
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