+537.0%
MS vs VO
+197.6%
+339.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.3% |
| 7D | +3.7% | +2.9% | +0.7% | 0.0% |
| 30D | +2.0% | +1.0% | +1.0% | +0.9% |
| 3M | -12.6% | -1.7% | -10.8% | -10.4% |
| 6M | -0.3% | +6.7% | -7.0% | -7.7% |
| YTD | +9.0% | +14.0% | -5.0% | -6.8% |
| 1Y | +13.9% | +13.7% | +0.2% | -2.3% |
| 3Y | +173.6% | +65.8% | +107.8% | +49.8% |
| 5Y | +122.0% | +36.6% | +85.4% | +54.2% |
| All | +537.0% | +197.6% | +339.4% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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