+779.7%
MSCI vs VMC
+146.3%
+633.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +14.4% | +18.6% | -4.2% | +7.5% |
| 3M | +15.2% | +2.0% | +13.2% | +14.1% |
| 6M | +11.2% | +2.6% | +8.6% | +9.4% |
| YTD | +13.9% | +2.3% | +11.7% | +11.1% |
| 1Y | +12.5% | +1.7% | +10.8% | +9.9% |
| 3Y | +32.3% | +41.7% | -9.4% | +11.1% |
| 5Y | +4.9% | +46.6% | -41.8% | -14.2% |
| 10Y | +779.7% | +140.3% | +639.4% | +468.9% |
| All | +779.7% | +146.3% | +633.4% | +468.9% |
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