-7.0%
MSDL vs VT
+53.1%
-60.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | +0.1% |
| 7D | +1.1% | -4.2% | +5.2% | +3.5% |
| 30D | +4.7% | -5.8% | +10.5% | +8.1% |
| 3M | -3.4% | -5.2% | +1.9% | -0.5% |
| 6M | -3.8% | +0.1% | -4.0% | -4.1% |
| YTD | -6.0% | +8.2% | -14.2% | -10.1% |
| 1Y | -5.3% | +10.1% | -15.4% | -10.3% |
| All | -7.0% | +53.1% | -60.1% | -23.4% |
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