+448.3%
MS vs VIG
+650.0%
-201.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | -0.2% |
| 7D | +0.8% | +1.0% | -0.2% | -1.0% |
| 30D | -0.7% | +4.5% | -5.2% | -8.7% |
| 3M | -12.4% | +2.1% | -14.4% | -15.6% |
| 6M | -1.7% | +10.5% | -12.2% | -18.7% |
| YTD | +8.0% | +15.1% | -7.0% | -17.2% |
| 1Y | +16.2% | +16.9% | -0.7% | -13.5% |
| 3Y | +171.3% | +65.6% | +105.7% | +3.7% |
| 5Y | +124.8% | +64.4% | +60.4% | -14.7% |
| 10Y | +553.7% | +260.6% | +293.0% | -55.7% |
| All | +448.3% | +650.0% | -201.7% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling