+171.3%
MS vs VUG
+79.7%
+91.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.9% |
| 7D | +0.8% | -1.2% | +2.0% | +1.9% |
| 30D | -0.7% | -8.9% | +8.2% | +7.7% |
| 3M | -12.4% | -5.9% | -6.4% | -7.6% |
| 6M | -1.7% | -3.3% | +1.5% | +1.1% |
| YTD | +8.0% | +3.4% | +4.6% | +4.8% |
| 1Y | +16.2% | +1.9% | +14.3% | +14.2% |
| 3Y | +171.3% | +76.9% | +94.4% | +80.7% |
| All | +171.3% | +79.7% | +91.6% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling