-54.9%
MSFD vs VOO
+96.8%
-151.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.4% | +8.2% | -1.0% |
| 7D | -1.6% | -4.7% | +3.2% | -6.3% |
| 30D | -1.5% | -5.9% | +4.4% | -7.5% |
| 3M | -9.4% | -4.5% | -4.8% | -13.3% |
| 6M | -26.6% | +1.9% | -28.4% | -24.1% |
| YTD | -15.2% | +8.4% | -23.6% | -5.6% |
| 1Y | -10.9% | +9.5% | -20.4% | +0.4% |
| 3Y | -36.0% | +75.3% | -111.3% | +34.1% |
| All | -54.9% | +96.8% | -151.7% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling