+829.3%
MS vs VTEB
+26.7%
+802.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -0.8% | +2.1% | +1.9% |
| 30D | -0.3% | -1.3% | +1.1% | +0.7% |
| 3M | +0.3% | -2.1% | +2.4% | +1.9% |
| 6M | +31.3% | -1.7% | +33.0% | +33.0% |
| YTD | +24.7% | -0.6% | +25.2% | +25.3% |
| 1Y | +47.9% | +3.1% | +44.8% | +45.0% |
| 3Y | +178.3% | +9.2% | +169.1% | +160.4% |
| 5Y | +144.9% | +2.2% | +142.7% | +139.0% |
| 10Y | +804.5% | +18.8% | +785.8% | +1,117.9% |
| All | +829.3% | +26.7% | +802.6% | +1,753.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling