+513.6%
MS vs VUG
+1,145.8%
-632.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.5% | -0.5% | +1.9% |
| 7D | -3.4% | -7.1% | +3.7% | +7.4% |
| 30D | -3.9% | -12.1% | +8.2% | +15.5% |
| 3M | -15.9% | -8.1% | -7.8% | -5.3% |
| 6M | -2.5% | -3.2% | +0.7% | +1.2% |
| YTD | +5.1% | +0.5% | +4.6% | +3.0% |
| 1Y | +13.0% | -0.7% | +13.6% | +12.4% |
| 3Y | +160.7% | +77.1% | +83.5% | +4.2% |
| 5Y | +114.0% | +56.2% | +57.9% | -5.4% |
| 10Y | +637.5% | +394.1% | +243.4% | -65.6% |
| All | +513.6% | +1,145.8% | -632.1% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling