+48.0%
MS vs VG
-49.4%
+97.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.7% | +11.9% | +4.6% |
| 7D | +2.6% | -16.4% | +19.0% | +3.5% |
| 30D | +2.6% | -10.8% | +13.4% | +3.0% |
| 3M | -10.1% | -6.3% | -3.8% | -10.1% |
| 6M | +4.4% | -12.5% | +16.9% | +4.3% |
| YTD | +11.7% | +76.9% | -65.2% | +1.1% |
| 1Y | +20.9% | +51.8% | -30.8% | +11.1% |
| All | +48.0% | -49.4% | +97.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling