+103.9%
MSFU vs VFC
-40.3%
+144.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.8% | +5.0% |
| 7D | +14.6% | +7.7% | +6.9% | +13.4% |
| 30D | +2.1% | +39.2% | -37.1% | -3.1% |
| 3M | +14.7% | +40.3% | -25.6% | +8.6% |
| 6M | +55.7% | +11.4% | +44.3% | +52.0% |
| YTD | +7.1% | +17.5% | -10.4% | +3.4% |
| 1Y | -0.5% | +45.9% | -46.4% | -7.8% |
| 3Y | +35.7% | +47.3% | -11.6% | +17.4% |
| All | +103.9% | -40.3% | +144.2% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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