+781.0%
MS vs VTEB
+17.9%
+763.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.5% |
| 7D | -1.5% | -0.9% | -0.6% | -0.7% |
| 30D | -1.5% | -2.5% | +1.0% | +0.8% |
| 3M | +1.4% | -3.0% | +4.3% | +4.2% |
| 6M | +34.7% | -2.1% | +36.8% | +37.4% |
| YTD | +22.7% | -1.5% | +24.2% | +24.5% |
| 1Y | +40.1% | +0.2% | +39.9% | +40.1% |
| 3Y | +181.4% | +8.6% | +172.9% | +159.8% |
| 5Y | +142.6% | +1.2% | +141.4% | +138.4% |
| All | +781.0% | +17.9% | +763.1% | +1,036.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling