+44.7%
MS vs VTEB
+1.3%
+43.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.5% |
| 7D | +1.7% | -0.7% | +2.4% | +2.9% |
| 30D | 0.0% | -2.1% | +2.1% | +3.9% |
| 3M | +3.0% | -2.7% | +5.7% | +8.3% |
| 6M | +35.7% | -2.1% | +37.8% | +40.8% |
| YTD | +23.3% | -1.1% | +24.4% | +26.3% |
| 1Y | +44.7% | +1.3% | +43.4% | +41.9% |
| All | +44.7% | +1.3% | +43.4% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling