-13.6%
MSFU vs VMC
-4.3%
-9.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -4.9% | -1.7% | -3.2% | -4.9% |
| 30D | -9.1% | +15.3% | -24.3% | -7.8% |
| 3M | +8.7% | +0.3% | +8.4% | +8.4% |
| 6M | +48.3% | +0.9% | +47.4% | +47.2% |
| YTD | -1.6% | -1.0% | -0.6% | -2.0% |
| 1Y | -13.6% | -4.3% | -9.3% | -14.0% |
| All | -13.6% | -4.3% | -9.3% | -14.0% |
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