-34.7%
MSFD vs VOO
+77.8%
-112.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +1.7% |
| 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% | -15.0% |
| 6M | -22.5% | +13.0% | -35.6% | -11.5% |
| YTD | -8.9% | +13.6% | -22.4% | +4.9% |
| 1Y | -3.7% | +20.1% | -23.8% | +17.5% |
| All | -34.7% | +77.8% | -112.4% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling