+718.7%
MS vs VTEB
+26.8%
+691.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +5.1% | -1.2% | +6.3% | +6.0% |
| 30D | +5.7% | +2.5% | +3.2% | +3.9% |
| 3M | -12.2% | -1.7% | -10.5% | -11.1% |
| 6M | -0.5% | -1.2% | +0.7% | +0.4% |
| YTD | +9.8% | -0.5% | +10.3% | +10.3% |
| 1Y | +17.7% | -0.1% | +17.8% | +17.9% |
| 3Y | +176.8% | +10.5% | +166.4% | +156.9% |
| 5Y | +123.7% | +2.6% | +121.1% | +117.7% |
| 10Y | +556.3% | +22.4% | +534.0% | +948.9% |
| All | +718.7% | +26.8% | +691.9% | +1,531.5% |
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