+6,288.2%
MS vs VMC
+2,391.7%
+3,896.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.3% |
| 7D | +1.4% | -4.3% | +5.7% | +3.9% |
| 30D | -0.3% | -8.2% | +8.0% | +4.6% |
| 3M | +0.3% | -7.0% | +7.3% | +3.5% |
| 6M | +31.3% | -10.8% | +42.1% | +38.3% |
| YTD | +24.7% | -7.4% | +32.1% | +27.4% |
| 1Y | +47.9% | -9.5% | +57.4% | +52.6% |
| 3Y | +178.3% | +20.5% | +157.9% | +139.2% |
| 5Y | +144.9% | +51.6% | +93.3% | +80.6% |
| 10Y | +804.5% | +150.0% | +654.5% | +344.2% |
| All | +6,288.2% | +2,391.7% | +3,896.5% | +909.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling