+578.8%
MS vs VMC
+146.3%
+432.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.6% | +1.9% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | -0.9% | +18.6% | -19.5% | -8.8% |
| 3M | -13.0% | +2.0% | -15.0% | -14.1% |
| 6M | -2.0% | +2.6% | -4.6% | -4.2% |
| YTD | +7.8% | +2.3% | +5.5% | +4.5% |
| 1Y | +17.9% | +1.7% | +16.2% | +14.5% |
| 3Y | +174.8% | +41.7% | +133.1% | +123.5% |
| 5Y | +119.9% | +46.6% | +73.2% | +72.9% |
| 10Y | +578.8% | +140.3% | +438.6% | +308.6% |
| All | +578.8% | +146.3% | +432.6% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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