+72.2%
MSFU vs VMC
+62.7%
+9.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | -3.2% | -0.5% | -2.6% | -3.0% |
| 30D | -3.1% | -9.1% | +6.0% | +1.4% |
| 3M | +35.3% | -4.1% | +39.4% | +35.5% |
| 6M | +31.6% | -5.5% | +37.1% | +31.4% |
| YTD | -9.5% | -8.9% | -0.6% | -9.2% |
| 1Y | -18.4% | -12.9% | -5.5% | -15.9% |
| 3Y | +26.9% | +22.1% | +4.8% | -0.5% |
| All | +72.2% | +62.7% | +9.6% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling