+93.3%
MSFU vs VMC
+78.1%
+15.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | +2.5% | +0.5% | +1.9% | +2.4% |
| 30D | -1.3% | +15.8% | -17.1% | -8.2% |
| 3M | +8.6% | +0.6% | +8.1% | +8.2% |
| 6M | +48.4% | -4.0% | +52.4% | +49.4% |
| YTD | +1.6% | -0.3% | +1.9% | -2.6% |
| 1Y | -5.8% | -0.5% | -5.3% | -9.7% |
| 3Y | +30.9% | +39.6% | -8.6% | -4.9% |
| All | +93.3% | +78.1% | +15.3% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling