+773.9%
MS vs VYM
+207.1%
+566.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | -2.1% | -1.9% | -0.2% | +0.7% |
| 30D | -1.1% | -2.6% | +1.5% | +2.9% |
| 3M | +3.5% | +3.6% | -0.1% | -1.7% |
| 6M | +33.7% | +8.7% | +25.1% | +18.3% |
| YTD | +21.8% | +14.1% | +7.6% | +0.3% |
| 1Y | +41.1% | +17.8% | +23.3% | +10.9% |
| 3Y | +174.5% | +64.5% | +110.0% | +34.3% |
| 5Y | +140.7% | +77.5% | +63.1% | +6.2% |
| All | +773.9% | +207.1% | +566.8% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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