+800.7%
MSCI vs VMC
+136.9%
+663.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +2.7% | +1.1% | +1.5% | +2.3% |
| 30D | +16.2% | +17.7% | -1.5% | +9.5% |
| 3M | +17.1% | +1.1% | +16.0% | +16.4% |
| 6M | +13.0% | +1.8% | +11.2% | +11.5% |
| YTD | +15.8% | +1.5% | +14.3% | +13.2% |
| 1Y | +15.5% | -1.1% | +16.6% | +14.0% |
| 3Y | +32.3% | +38.8% | -6.5% | +12.0% |
| 5Y | +8.2% | +49.6% | -41.4% | -12.0% |
| 10Y | +800.7% | +130.6% | +670.1% | +488.6% |
| All | +800.7% | +136.9% | +663.8% | +488.6% |
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