+184.7%
MS vs VTV
+70.8%
+113.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.7% |
| 7D | +1.4% | +0.5% | +0.9% | +0.5% |
| 30D | -0.3% | +1.1% | -1.4% | -2.0% |
| 3M | +0.3% | +5.9% | -5.6% | -8.5% |
| 6M | +31.3% | +11.6% | +19.7% | +10.0% |
| YTD | +24.7% | +19.8% | +4.8% | -6.8% |
| 1Y | +47.9% | +26.2% | +21.7% | +1.5% |
| All | +184.7% | +70.8% | +113.8% | +21.7% |
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