+810.2%
MS vs VUG
+409.4%
+400.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.7% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -0.3% | -0.3% | +0.1% | 0.0% |
| 3M | +0.3% | -0.7% | +1.0% | +0.7% |
| 6M | +31.3% | +14.6% | +16.7% | +15.5% |
| YTD | +24.7% | +9.0% | +15.6% | +15.0% |
| 1Y | +47.9% | +14.9% | +33.0% | +29.9% |
| 3Y | +178.3% | +86.0% | +92.3% | +54.7% |
| 5Y | +144.9% | +76.7% | +68.2% | +40.4% |
| All | +810.2% | +409.4% | +400.8% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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