+122.9%
MS vs VO
+36.2%
+86.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.1% | +3.1% | +2.0% | +1.4% |
| 30D | +5.7% | +2.2% | +3.5% | +3.2% |
| 3M | -12.2% | -2.5% | -9.7% | -9.3% |
| 6M | -0.5% | +7.0% | -7.5% | -7.6% |
| YTD | +9.8% | +14.0% | -4.2% | -4.9% |
| 1Y | +17.7% | +15.6% | +2.1% | +0.3% |
| 3Y | +176.8% | +66.2% | +110.7% | +63.5% |
| All | +122.9% | +36.2% | +86.7% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling