+65.1%
MS vs VG
-39.3%
+104.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.4% | +1.7% | -0.3% | +1.3% |
| 30D | -0.3% | +16.0% | -16.3% | -1.2% |
| 3M | +0.3% | +9.7% | -9.4% | -0.6% |
| 6M | +31.3% | +29.6% | +1.8% | +26.0% |
| YTD | +24.7% | +112.0% | -87.4% | +11.9% |
| 1Y | +47.9% | +12.8% | +35.1% | +42.6% |
| All | +65.1% | -39.3% | +104.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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