-87.1%
MSC vs VT
+53.2%
-140.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.1% | -4.1% | +23.2% | +20.4% |
| 7D | +34.2% | -4.2% | +38.3% | +35.6% |
| 30D | +8.2% | -5.8% | +14.0% | +10.1% |
| 3M | -37.6% | -5.2% | -32.4% | -36.8% |
| 6M | -55.8% | +0.1% | -56.0% | -56.6% |
| YTD | -70.1% | +8.2% | -78.4% | -72.0% |
| 1Y | -74.0% | +10.1% | -84.1% | -75.9% |
| 3Y | -75.7% | +69.7% | -145.4% | -83.5% |
| 5Y | -87.1% | +53.4% | -140.5% | -92.1% |
| All | -87.1% | +53.2% | -140.3% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling