-5.0%
MSDL vs VT
+59.6%
-64.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.8% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | +6.3% | -1.4% | +7.8% | +7.2% |
| 3M | -2.0% | -1.4% | -0.6% | -1.3% |
| 6M | -2.7% | +5.5% | -8.1% | -5.6% |
| YTD | -3.9% | +12.8% | -16.7% | -10.2% |
| 1Y | -3.4% | +15.4% | -18.8% | -10.9% |
| All | -5.0% | +59.6% | -64.5% | -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