+203.2%
MSD vs VT
+374.2%
-170.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.4% | +0.4% | -0.9% | -0.6% |
| 30D | -1.0% | +1.0% | -1.9% | -1.4% |
| 3M | +2.5% | +2.4% | +0.1% | +1.2% |
| 6M | -0.7% | +12.0% | -12.7% | -6.3% |
| YTD | +2.3% | +15.3% | -13.0% | -5.0% |
| 1Y | +5.5% | +22.6% | -17.1% | -5.0% |
| 3Y | +50.3% | +74.7% | -24.4% | +12.3% |
| 5Y | +22.0% | +66.1% | -44.1% | -7.5% |
| 10Y | +56.5% | +225.0% | -168.5% | -18.4% |
| All | +203.2% | +374.2% | -170.9% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling