+553.7%
MS vs VTV
+229.0%
+324.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | +0.8% | 0.0% | +0.7% | +0.9% |
| 30D | -0.7% | +3.2% | -3.9% | -5.1% |
| 3M | -12.4% | +1.7% | -14.0% | -14.3% |
| 6M | -1.7% | +11.0% | -12.8% | -15.6% |
| YTD | +8.0% | +21.0% | -13.0% | -18.2% |
| 1Y | +16.2% | +24.3% | -8.0% | -15.4% |
| 3Y | +171.3% | +76.9% | +94.4% | +19.5% |
| 5Y | +124.8% | +76.9% | +47.8% | +0.2% |
| 10Y | +553.7% | +227.8% | +325.9% | +13.0% |
| All | +553.7% | +229.0% | +324.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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