-94.3%
MSC vs VT
+157.8%
-252.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +1.7% | -18.5% | -17.2% |
| 7D | +12.7% | -0.3% | +13.0% | +12.7% |
| 30D | -10.1% | -1.4% | -8.7% | -9.8% |
| 3M | -52.7% | -1.4% | -51.3% | -52.6% |
| 6M | -65.8% | +5.5% | -71.2% | -66.4% |
| YTD | -74.9% | +12.8% | -87.8% | -76.0% |
| 1Y | -76.5% | +15.4% | -91.9% | -77.6% |
| 3Y | -79.6% | +76.9% | -156.5% | -83.2% |
| 5Y | -89.2% | +60.4% | -149.6% | -91.1% |
| All | -94.3% | +157.8% | -252.1% | -95.4% |
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