-89.0%
MSC vs VT
+163.5%
-252.5%
-94.0%
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 | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | +0.6% | +1.0% | -0.4% | +0.3% |
| 3M | -24.7% | +2.4% | -27.1% | -25.2% |
| 6M | -40.8% | +12.0% | -52.8% | -42.9% |
| YTD | -51.8% | +15.3% | -67.2% | -54.0% |
| 1Y | -58.6% | +22.6% | -81.2% | -61.2% |
| 3Y | -75.4% | +74.7% | -150.1% | -79.5% |
| 5Y | -83.7% | +66.1% | -149.9% | -86.7% |
| All | -89.0% | +163.5% | -252.5% | -91.2% |
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 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