+47.7%
MSFU vs VLTO
+57.1%
-9.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -4.9% |
| 7D | -12.7% | +1.5% | -14.2% | -13.1% |
| 30D | -9.0% | +20.9% | -29.9% | -15.0% |
| 3M | +2.9% | +21.4% | -18.5% | -4.0% |
| 6M | +43.5% | +37.6% | +6.0% | +26.1% |
| YTD | -2.4% | +19.5% | -22.0% | -9.2% |
| 1Y | -13.5% | +22.0% | -35.5% | -20.5% |
| 3Y | +19.2% | +70.7% | -51.5% | +4.5% |
| All | +47.7% | +57.1% | -9.4% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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