-7.5%
MSCI vs VMC
+52.7%
-60.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.4% | -4.3% | +4.7% | +2.3% |
| 30D | +0.6% | -8.2% | +8.8% | +4.3% |
| 3M | -7.1% | -7.0% | 0.0% | -4.7% |
| 6M | +0.8% | -10.8% | +11.6% | +4.9% |
| YTD | +1.0% | -7.4% | +8.4% | +2.0% |
| 1Y | +4.3% | -9.5% | +13.8% | +6.3% |
| 3Y | +9.9% | +20.5% | -10.5% | -9.6% |
| All | -7.5% | +52.7% | -60.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling