+627.9%
MS vs VUG
+1,251.8%
-623.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +1.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -0.3% | -0.3% | +0.1% | +0.2% |
| 3M | +0.3% | -0.7% | +1.0% | +0.6% |
| 6M | +31.3% | +14.6% | +16.7% | +6.6% |
| YTD | +24.7% | +9.0% | +15.6% | +9.0% |
| 1Y | +47.9% | +14.9% | +33.0% | +19.2% |
| 3Y | +178.3% | +86.0% | +92.3% | +3.9% |
| 5Y | +144.9% | +76.7% | +68.2% | -10.3% |
| 10Y | +804.5% | +411.3% | +393.2% | -58.7% |
| All | +627.9% | +1,251.8% | -623.9% | -94.0% |
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 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