+607.1%
MS vs VFC
-46.8%
+653.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +11.2% | -12.8% | -4.9% |
| 30D | -3.8% | +41.5% | -45.3% | -14.3% |
| 3M | -14.6% | +38.9% | -53.5% | -23.7% |
| 6M | -5.1% | +6.1% | -11.2% | -8.6% |
| YTD | +4.5% | +14.5% | -10.0% | -2.6% |
| 1Y | +13.5% | +46.0% | -32.4% | -3.0% |
| 3Y | +160.4% | +36.4% | +124.0% | +93.2% |
| 5Y | +112.9% | -67.5% | +180.4% | +209.8% |
| All | +607.1% | -46.8% | +653.9% | +781.2% |
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