+576.3%
MSA vs VT
+374.2%
+202.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -1.9% | +1.0% | -2.8% | -2.9% |
| 3M | +17.2% | +2.4% | +14.8% | +14.0% |
| 6M | -1.5% | +12.0% | -13.5% | -12.8% |
| YTD | +18.8% | +15.3% | +3.5% | +1.9% |
| 1Y | +10.8% | +22.6% | -11.8% | -11.0% |
| 3Y | +5.7% | +74.7% | -69.0% | -41.9% |
| 5Y | +23.8% | +66.1% | -42.4% | -29.0% |
| 10Y | +273.1% | +225.0% | +48.1% | +3.3% |
| All | +576.3% | +374.2% | +202.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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