+578.8%
MS vs VO
+206.8%
+372.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | -0.3% |
| 7D | +0.7% | -0.1% | +0.9% | +1.0% |
| 30D | -0.9% | +0.5% | -1.4% | -1.4% |
| 3M | -13.0% | -1.0% | -12.0% | -11.7% |
| 6M | -2.0% | +6.4% | -8.4% | -9.0% |
| YTD | +7.8% | +13.6% | -5.8% | -7.4% |
| 1Y | +17.9% | +14.5% | +3.4% | +0.3% |
| 3Y | +174.8% | +67.2% | +107.6% | +48.9% |
| 5Y | +119.9% | +36.1% | +83.8% | +53.5% |
| 10Y | +578.8% | +199.3% | +379.5% | +73.5% |
| All | +578.8% | +206.8% | +372.0% | +73.5% |
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