+88.0%
MSFU vs VO
+69.8%
+18.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.8% | +3.1% | -5.9% | -6.8% |
| 30D | -5.3% | +2.2% | -7.5% | -7.8% |
| 3M | +7.2% | -2.5% | +9.7% | +11.4% |
| 6M | +51.0% | +7.0% | +44.0% | +38.2% |
| YTD | -1.2% | +14.0% | -15.2% | -17.6% |
| 1Y | -10.3% | +15.6% | -26.0% | -26.9% |
| 3Y | +22.2% | +66.2% | -44.0% | -39.5% |
| All | +88.0% | +69.8% | +18.2% | -7.2% |
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