+144.8%
MS vs VYM
+77.8%
+67.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | 0.0% |
| 7D | +2.5% | +0.1% | +2.3% | +2.3% |
| 30D | 0.0% | -1.3% | +1.2% | +1.9% |
| 3M | +2.4% | +4.1% | -1.6% | -3.4% |
| 6M | +36.4% | +9.8% | +26.6% | +18.8% |
| YTD | +23.8% | +15.3% | +8.5% | +0.5% |
| 1Y | +48.6% | +20.0% | +28.6% | +13.7% |
| 3Y | +179.1% | +66.2% | +112.9% | +36.7% |
| 5Y | +144.8% | +77.5% | +67.3% | +9.9% |
| All | +144.8% | +77.8% | +67.0% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling