-93.9%
MSC vs VT
+153.1%
-247.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | -11.2% | -0.1% | -11.1% | -11.5% |
| 30D | -5.0% | -3.1% | -1.9% | -4.6% |
| 3M | -46.3% | -3.5% | -42.8% | -46.1% |
| 6M | -62.0% | +0.5% | -62.5% | -62.3% |
| YTD | -73.2% | +10.8% | -84.0% | -74.3% |
| 1Y | -76.0% | +11.9% | -87.9% | -77.1% |
| 3Y | -81.9% | +73.0% | -154.9% | -85.0% |
| 5Y | -86.4% | +58.6% | -145.0% | -88.8% |
| All | -93.9% | +153.1% | -247.0% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling