-3.7%
MSFD vs VOO
+20.9%
-24.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +1.8% |
| 7D | +2.8% | +0.1% | +2.7% | +3.0% |
| 30D | -2.6% | +0.1% | -2.6% | -2.4% |
| 3M | -17.2% | +2.0% | -19.2% | -14.9% |
| 6M | -22.5% | +13.0% | -35.6% | -11.9% |
| YTD | -8.9% | +13.6% | -22.4% | +4.1% |
| 1Y | -3.7% | +20.1% | -23.8% | +17.2% |
| All | -3.7% | +20.9% | -24.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1y: compounded portfolio wealth divided by compounded VOO 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…
1y analysis · Full analysis span regression · 6 months rolling