-1.3%
MSFL vs VT
+54.9%
-56.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.0% |
| 7D | -5.6% | +0.4% | -6.1% | -6.3% |
| 30D | +4.2% | +1.0% | +3.2% | +2.4% |
| 3M | +27.8% | +2.4% | +25.4% | +22.6% |
| 6M | +36.8% | +12.0% | +24.8% | +10.9% |
| YTD | -7.2% | +15.3% | -22.6% | -28.9% |
| 1Y | -18.4% | +22.6% | -41.0% | -44.4% |
| All | -1.3% | +54.9% | -56.2% | -58.5% |
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