+660.4%
MS vs VT
+356.1%
+304.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +0.2% | -1.6% | +1.8% | +3.0% |
| 30D | -1.6% | -2.5% | +0.9% | +2.8% |
| 3M | -11.4% | -1.3% | -10.1% | -9.3% |
| 6M | -1.0% | +3.1% | -4.1% | -6.0% |
| YTD | +7.2% | +10.9% | -3.7% | -10.3% |
| 1Y | +16.3% | +12.1% | +4.2% | -4.4% |
| 3Y | +165.9% | +73.9% | +92.0% | +3.1% |
| 5Y | +112.5% | +58.0% | +54.5% | -4.3% |
| 10Y | +651.5% | +225.5% | +426.1% | -8.6% |
| All | +660.4% | +356.1% | +304.3% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling