+70.7%
MSFU vs VIG
+75.0%
-4.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | -2.3% | -1.2% | -1.2% | -0.2% |
| 30D | -6.3% | -2.8% | -3.4% | -1.2% |
| 3M | +40.0% | +2.5% | +37.5% | +34.5% |
| 6M | +30.1% | +8.1% | +22.0% | +13.2% |
| YTD | -10.3% | +9.6% | -19.9% | -24.1% |
| 1Y | -19.0% | +14.2% | -33.2% | -36.6% |
| 3Y | +25.8% | +56.1% | -30.3% | -45.0% |
| All | +70.7% | +75.0% | -4.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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