+32.4%
MSFU vs VIG
+58.6%
-26.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.4% |
| 7D | -5.7% | -0.4% | -5.3% | -4.9% |
| 30D | +4.2% | -1.0% | +5.1% | +6.0% |
| 3M | +27.9% | +2.8% | +25.1% | +22.6% |
| 6M | +37.1% | +8.2% | +28.9% | +19.9% |
| YTD | -7.4% | +11.0% | -18.4% | -22.7% |
| 1Y | -19.6% | +16.1% | -35.7% | -38.3% |
| All | +32.4% | +58.6% | -26.2% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling