+72.2%
MSFU vs VO
+69.1%
+3.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.5% |
| 7D | -3.2% | +0.6% | -3.8% | -3.9% |
| 30D | -3.1% | -1.1% | -2.1% | -1.7% |
| 3M | +35.3% | +4.5% | +30.7% | +27.3% |
| 6M | +31.6% | +11.1% | +20.5% | +13.6% |
| YTD | -9.5% | +13.5% | -23.1% | -24.4% |
| 1Y | -18.4% | +14.5% | -32.9% | -32.8% |
| 3Y | +26.9% | +58.1% | -31.2% | -32.7% |
| All | +72.2% | +69.1% | +3.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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