+2,715.8%
MSCI vs VMC
+308.3%
+2,407.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +15.4% | +15.8% | -0.4% | +9.0% |
| 3M | +13.4% | +0.6% | +12.8% | +12.9% |
| 6M | +10.9% | -4.0% | +14.9% | +11.8% |
| YTD | +13.0% | -0.3% | +13.3% | +11.2% |
| 1Y | +12.0% | -0.5% | +12.5% | +10.2% |
| 3Y | +34.1% | +39.6% | -5.5% | +13.0% |
| 5Y | +3.9% | +50.1% | -46.2% | -15.1% |
| 10Y | +802.0% | +163.9% | +638.1% | +442.9% |
| All | +2,715.8% | +308.3% | +2,407.5% | +1,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling