+556.2%
MS vs VMC
+129.3%
+426.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -1.7% | -4.3% | +2.6% | +0.4% |
| 30D | +0.9% | +16.2% | -15.3% | -6.2% |
| 3M | -10.8% | -0.8% | -10.0% | -10.8% |
| 6M | +0.9% | +1.2% | -0.3% | -0.8% |
| YTD | +9.8% | +0.5% | +9.3% | +7.3% |
| 1Y | +17.1% | -2.9% | +20.0% | +16.4% |
| 3Y | +175.7% | +37.3% | +138.4% | +127.7% |
| 5Y | +125.9% | +48.8% | +77.1% | +76.6% |
| 10Y | +556.2% | +131.4% | +424.8% | +300.4% |
| All | +556.2% | +129.3% | +426.9% | +300.4% |
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