+145.5%
MSBI vs VT
+249.3%
-103.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.2% | +0.4% | +1.8% | +1.8% |
| 30D | -0.5% | +1.0% | -1.5% | -1.5% |
| 3M | +19.4% | +2.4% | +17.1% | +16.2% |
| 6M | +52.4% | +12.0% | +40.4% | +35.7% |
| YTD | +65.1% | +15.3% | +49.8% | +42.8% |
| 1Y | +91.0% | +22.6% | +68.4% | +55.5% |
| 3Y | +78.2% | +74.7% | +3.6% | +2.1% |
| 5Y | +75.8% | +66.1% | +9.6% | +4.9% |
| 10Y | +115.2% | +225.0% | -109.8% | -29.8% |
| All | +145.5% | +249.3% | -103.8% | -21.8% |
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