+56.1%
MSFO vs VT
+76.6%
-20.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.8% |
| 30D | +6.0% | -1.4% | +7.4% | +7.2% |
| 3M | +12.8% | -1.4% | +14.2% | +14.0% |
| 6M | +28.6% | +5.5% | +23.1% | +23.4% |
| YTD | +14.5% | +12.8% | +1.6% | +4.2% |
| 1Y | +8.6% | +15.4% | -6.8% | -3.0% |
| All | +56.1% | +76.6% | -20.4% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling