+556.2%
MS vs VO
+202.1%
+354.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | 0.0% |
| 7D | -1.7% | +0.2% | -2.0% | -1.9% |
| 30D | +0.9% | +2.0% | -1.1% | -1.4% |
| 3M | -10.8% | -0.3% | -10.5% | -10.3% |
| 6M | +0.9% | +7.3% | -6.4% | -7.2% |
| YTD | +9.8% | +15.0% | -5.2% | -7.1% |
| 1Y | +17.1% | +14.7% | +2.4% | -0.7% |
| 3Y | +175.7% | +67.3% | +108.4% | +49.3% |
| 5Y | +125.9% | +38.8% | +87.0% | +53.7% |
| 10Y | +556.2% | +201.6% | +354.6% | +63.7% |
| All | +556.2% | +202.1% | +354.0% | +63.7% |
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