+779.7%
MSCI vs VMC
+145.8%
+633.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | 0.0% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +14.4% | +18.3% | -4.0% | +7.6% |
| 3M | +15.2% | +1.9% | +13.3% | +14.2% |
| 6M | +11.2% | +2.4% | +8.8% | +9.5% |
| YTD | +13.9% | +2.1% | +11.9% | +11.2% |
| 1Y | +12.5% | +1.5% | +11.0% | +9.9% |
| 3Y | +32.3% | +41.5% | -9.2% | +11.2% |
| 5Y | +4.9% | +46.4% | -41.5% | -14.2% |
| 10Y | +779.7% | +139.8% | +639.9% | +469.2% |
| All | +779.7% | +145.8% | +633.9% | +469.2% |
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