+112.4%
MS vs VMC
+42.5%
+70.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -3.8% | +15.8% | -19.6% | -10.8% |
| 3M | -14.6% | +0.6% | -15.2% | -15.1% |
| 6M | -5.1% | -4.0% | -1.0% | -4.1% |
| YTD | +4.5% | -0.3% | +4.8% | +2.0% |
| 1Y | +13.5% | -0.5% | +14.1% | +10.9% |
| 3Y | +160.4% | +39.6% | +120.8% | +102.9% |
| All | +112.4% | +42.5% | +70.0% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling