+76.3%
MSFU vs VMC
+65.4%
+10.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.6% |
| 7D | -5.7% | -4.3% | -1.4% | -3.7% |
| 30D | +4.2% | -8.2% | +12.4% | +8.5% |
| 3M | +27.9% | -7.0% | +35.0% | +30.6% |
| 6M | +37.1% | -10.8% | +47.9% | +42.0% |
| YTD | -7.4% | -7.4% | 0.0% | -7.8% |
| 1Y | -19.6% | -9.5% | -10.1% | -19.2% |
| 3Y | +33.2% | +20.5% | +12.7% | +5.9% |
| All | +76.3% | +65.4% | +10.9% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling