-4.5%
MSFL vs VOO
+52.6%
-57.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | 0.0% |
| 7D | -2.3% | -0.4% | -1.9% | -1.5% |
| 30D | -6.4% | -1.4% | -5.0% | -3.6% |
| 3M | +39.8% | +3.7% | +36.1% | +31.0% |
| 6M | +29.9% | +13.0% | +16.9% | +3.1% |
| YTD | -10.2% | +12.4% | -22.7% | -27.8% |
| 1Y | -18.0% | +18.6% | -36.6% | -40.5% |
| All | -4.5% | +52.6% | -57.1% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling