+160.4%
MS vs VTV
+71.9%
+88.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | +0.1% |
| 7D | -1.6% | -2.2% | +0.6% | +2.2% |
| 30D | -3.8% | +2.2% | -6.0% | -6.9% |
| 3M | -14.6% | +0.3% | -14.9% | -14.8% |
| 6M | -5.1% | +8.3% | -13.3% | -16.2% |
| YTD | +4.5% | +18.5% | -14.0% | -20.1% |
| 1Y | +13.5% | +23.0% | -9.5% | -18.3% |
| 3Y | +160.4% | +72.6% | +87.8% | +7.4% |
| All | +160.4% | +71.9% | +88.5% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling