+542.0%
MS vs VMC
+125.2%
+416.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | +5.1% | -1.3% | +6.3% | +5.7% |
| 30D | +5.7% | +15.5% | -9.8% | -1.5% |
| 3M | -12.2% | +0.6% | -12.8% | -12.7% |
| 6M | -0.5% | +2.1% | -2.6% | -2.6% |
| YTD | +9.8% | -1.6% | +11.4% | +8.4% |
| 1Y | +17.7% | -1.2% | +18.9% | +15.9% |
| 3Y | +176.8% | +35.3% | +141.5% | +130.3% |
| 5Y | +123.7% | +43.6% | +80.1% | +77.9% |
| All | +542.0% | +125.2% | +416.8% | +295.1% |
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