+127.7%
MS vs VT
+60.6%
+67.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.1% |
| 7D | +2.6% | -0.3% | +2.9% | +3.1% |
| 30D | +2.6% | -1.4% | +4.0% | +4.6% |
| 3M | -10.1% | -1.4% | -8.7% | -8.3% |
| 6M | +4.4% | +5.5% | -1.1% | -2.1% |
| YTD | +11.7% | +12.8% | -1.1% | -3.5% |
| 1Y | +20.9% | +15.4% | +5.5% | +1.6% |
| 3Y | +177.1% | +76.9% | +100.3% | +41.1% |
| 5Y | +127.7% | +60.4% | +67.3% | +30.9% |
| All | +127.7% | +60.6% | +67.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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