+578.8%
MS vs VUG
+405.9%
+173.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +0.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.3% |
| 30D | -0.9% | -8.2% | +7.2% | +7.2% |
| 3M | -13.0% | -5.4% | -7.5% | -8.4% |
| 6M | -2.0% | -2.5% | +0.6% | +0.2% |
| YTD | +7.8% | +4.2% | +3.6% | +3.7% |
| 1Y | +17.9% | +5.0% | +12.8% | +12.5% |
| 3Y | +174.8% | +81.7% | +93.1% | +56.4% |
| 5Y | +119.9% | +62.5% | +57.3% | +37.4% |
| 10Y | +578.8% | +396.3% | +182.5% | +30.8% |
| All | +578.8% | +405.9% | +173.0% | +30.8% |
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