-3.5%
MSFU vs VMC
+3.7%
-7.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.6% | +8.9% | +13.6% |
| 7D | +8.2% | +12.3% | -4.2% | +8.9% |
| 30D | +10.2% | +21.2% | -11.0% | +11.3% |
| 3M | +22.9% | +4.6% | +18.3% | +22.3% |
| 6M | +63.2% | +3.9% | +59.3% | +61.6% |
| YTD | +11.7% | +5.0% | +6.8% | +9.6% |
| 1Y | -3.5% | +2.6% | -6.1% | -4.9% |
| All | -3.5% | +3.7% | -7.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling