+820.4%
MSCI vs VMC
+129.3%
+691.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -1.9% | -4.3% | +2.4% | -0.3% |
| 30D | +16.5% | +16.2% | +0.3% | +10.2% |
| 3M | +18.2% | -0.8% | +19.0% | +18.3% |
| 6M | +14.0% | +1.2% | +12.8% | +12.7% |
| YTD | +16.6% | +0.5% | +16.1% | +14.4% |
| 1Y | +14.8% | -2.9% | +17.7% | +14.1% |
| 3Y | +33.3% | +37.3% | -4.1% | +13.2% |
| 5Y | +9.1% | +48.8% | -39.7% | -11.1% |
| 10Y | +820.4% | +131.4% | +688.9% | +502.4% |
| All | +820.4% | +129.3% | +691.1% | +502.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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