+513.6%
MS vs VO
+799.0%
-285.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.4% | -0.5% |
| 7D | -3.4% | -3.3% | -0.1% | +2.0% |
| 30D | -3.9% | -1.8% | -2.1% | -0.9% |
| 3M | -15.9% | -3.4% | -12.5% | -11.1% |
| 6M | -2.5% | +3.0% | -5.5% | -6.6% |
| YTD | +5.1% | +10.7% | -5.6% | -10.0% |
| 1Y | +13.0% | +11.8% | +1.1% | -4.8% |
| 3Y | +160.7% | +60.4% | +100.3% | +25.5% |
| 5Y | +114.0% | +33.6% | +80.4% | +33.1% |
| 10Y | +637.5% | +202.0% | +435.5% | +15.0% |
| All | +513.6% | +799.0% | -285.4% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling