-77.0%
MSC vs VT
+69.4%
-146.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.1% | -4.1% | +23.2% | +18.4% |
| 7D | +34.2% | -4.2% | +38.3% | +33.5% |
| 30D | +8.2% | -5.8% | +14.0% | +7.6% |
| 3M | -37.6% | -5.2% | -32.4% | -37.9% |
| 6M | -55.8% | +0.1% | -56.0% | -56.2% |
| YTD | -70.1% | +8.2% | -78.4% | -70.6% |
| 1Y | -74.0% | +10.1% | -84.1% | -74.6% |
| All | -77.0% | +69.4% | -146.3% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling