+541.8%
MS vs VIG
+262.7%
+279.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.1% |
| 30D | +0.9% | +4.9% | -4.0% | -5.6% |
| 3M | -10.8% | +2.9% | -13.8% | -14.2% |
| 6M | +0.9% | +11.2% | -10.3% | -13.0% |
| YTD | +9.8% | +16.0% | -6.2% | -10.5% |
| 1Y | +17.1% | +17.0% | +0.1% | -5.6% |
| 3Y | +175.7% | +66.9% | +108.9% | +37.3% |
| 5Y | +125.9% | +65.8% | +60.0% | +14.2% |
| All | +541.8% | +262.7% | +279.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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