+578.8%
MS vs VFC
-44.8%
+623.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.3% |
| 7D | +0.7% | +7.7% | -6.9% | -1.6% |
| 30D | -0.9% | +39.2% | -40.1% | -11.3% |
| 3M | -13.0% | +40.3% | -53.3% | -22.5% |
| 6M | -2.0% | +11.4% | -13.3% | -7.1% |
| YTD | +7.8% | +17.5% | -9.7% | -0.3% |
| 1Y | +17.9% | +45.9% | -28.0% | +0.8% |
| 3Y | +174.8% | +47.3% | +127.5% | +97.7% |
| 5Y | +119.9% | -67.2% | +187.1% | +220.0% |
| 10Y | +578.8% | -46.1% | +624.9% | +745.6% |
| All | +578.8% | -44.8% | +623.6% | +745.6% |
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