+56.2%
MSFO vs VT
+79.4%
-23.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | +5.8% | +1.0% | +4.9% | +5.1% |
| 3M | +13.4% | +2.4% | +11.0% | +11.3% |
| 6M | +19.7% | +12.0% | +7.6% | +9.7% |
| YTD | +3.3% | +15.3% | -12.0% | -7.4% |
| 1Y | +0.4% | +22.6% | -22.1% | -14.2% |
| 3Y | +53.4% | +74.7% | -21.3% | +2.2% |
| All | +56.2% | +79.4% | -23.2% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling