+542.0%
MS vs VUG
+398.3%
+143.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.6% |
| 7D | +5.1% | +2.5% | +2.6% | +2.7% |
| 30D | +5.7% | -6.3% | +12.0% | +12.2% |
| 3M | -12.2% | -6.0% | -6.1% | -7.0% |
| 6M | -0.5% | -3.5% | +3.0% | +2.7% |
| YTD | +9.8% | +3.9% | +5.9% | +5.9% |
| 1Y | +17.7% | +5.1% | +12.6% | +12.3% |
| 3Y | +176.8% | +77.9% | +99.0% | +60.6% |
| 5Y | +123.7% | +62.4% | +61.3% | +39.7% |
| All | +542.0% | +398.3% | +143.7% | +14.0% |
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