+145.1%
MS vs VO
+42.6%
+102.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +1.4% | -0.3% | +1.6% | +1.7% |
| 30D | -0.3% | -0.3% | +0.1% | +0.2% |
| 3M | +0.3% | +2.9% | -2.6% | -3.0% |
| 6M | +31.3% | +9.3% | +22.0% | +18.7% |
| YTD | +24.7% | +14.2% | +10.5% | +7.5% |
| 1Y | +47.9% | +15.3% | +32.7% | +26.2% |
| 3Y | +178.3% | +56.2% | +122.1% | +74.1% |
| All | +145.1% | +42.6% | +102.4% | +64.6% |
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 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