+553.7%
MS vs VMC
+136.9%
+416.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | -0.7% | +17.7% | -18.4% | -8.2% |
| 3M | -12.4% | +1.1% | -13.4% | -13.1% |
| 6M | -1.7% | +1.8% | -3.6% | -3.7% |
| YTD | +8.0% | +1.5% | +6.5% | +5.1% |
| 1Y | +16.2% | -1.1% | +17.4% | +14.5% |
| 3Y | +171.3% | +38.8% | +132.5% | +123.1% |
| 5Y | +124.8% | +49.6% | +75.2% | +75.3% |
| 10Y | +553.7% | +130.6% | +423.1% | +297.4% |
| All | +553.7% | +136.9% | +416.8% | +297.4% |
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