+20.1%
MSD vs VT
+53.2%
-33.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +1.3% |
| 7D | +1.3% | -4.2% | +5.5% | +3.1% |
| 30D | +1.9% | -5.8% | +7.7% | +4.5% |
| 3M | -5.0% | -5.2% | +0.3% | -2.8% |
| 6M | -3.7% | +0.1% | -3.8% | -3.9% |
| YTD | -1.9% | +8.2% | -10.1% | -5.3% |
| 1Y | +1.5% | +10.1% | -8.6% | -2.8% |
| 3Y | +44.1% | +69.7% | -25.5% | +14.3% |
| 5Y | +20.1% | +53.4% | -33.3% | -2.0% |
| All | +20.1% | +53.2% | -33.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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