+2,417.1%
MSCI vs VMC
+279.3%
+2,137.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +0.4% | -4.3% | +4.7% | +2.1% |
| 30D | +0.6% | -8.2% | +8.8% | +3.8% |
| 3M | -7.1% | -7.0% | 0.0% | -5.0% |
| 6M | +0.8% | -10.8% | +11.6% | +4.3% |
| YTD | +1.0% | -7.4% | +8.4% | +2.4% |
| 1Y | +4.3% | -9.5% | +13.8% | +6.5% |
| 3Y | +9.9% | +20.5% | -10.5% | -1.9% |
| 5Y | -6.8% | +51.6% | -58.3% | -24.1% |
| 10Y | +614.7% | +150.0% | +464.6% | +338.6% |
| All | +2,417.1% | +279.3% | +2,137.8% | +964.7% |
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