+5,285.6%
MS vs VFC
+792.9%
+4,492.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.6% |
| 7D | -3.4% | +10.9% | -14.3% | -7.8% |
| 30D | -3.9% | +40.6% | -44.5% | -17.9% |
| 3M | -15.9% | +34.4% | -50.4% | -27.0% |
| 6M | -2.5% | +12.3% | -14.8% | -10.2% |
| YTD | +5.1% | +14.4% | -9.3% | -5.1% |
| 1Y | +13.0% | +40.6% | -27.7% | -8.0% |
| 3Y | +160.7% | +40.1% | +120.5% | +68.2% |
| 5Y | +114.0% | -67.6% | +181.6% | +182.0% |
| 10Y | +637.5% | -45.9% | +683.4% | +567.5% |
| All | +5,285.6% | +792.9% | +4,492.7% | +1,377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling