+172.3%
MS vs VYM
+73.2%
+99.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -0.7% | +3.0% | -3.7% | -5.1% |
| 3M | -12.4% | -1.0% | -11.3% | -10.6% |
| 6M | -1.7% | +6.4% | -8.1% | -10.7% |
| YTD | +8.0% | +15.9% | -7.9% | -14.4% |
| 1Y | +16.2% | +18.7% | -2.5% | -11.4% |
| All | +172.3% | +73.2% | +99.2% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling