+44.7%
MS vs VTV
+25.5%
+19.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | +0.1% |
| 7D | +1.7% | -0.7% | +2.3% | +2.7% |
| 30D | 0.0% | -0.5% | +0.5% | +0.8% |
| 3M | +3.0% | +5.3% | -2.3% | -4.5% |
| 6M | +35.7% | +12.9% | +22.8% | +13.5% |
| YTD | +23.3% | +18.5% | +4.8% | -2.7% |
| 1Y | +44.7% | +25.3% | +19.4% | +7.2% |
| All | +44.7% | +25.5% | +19.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling