+95.0%
MSFU vs VO
+69.2%
+25.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +4.0% | -0.2% | +4.2% | +4.7% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | +7.1% | -1.1% | +8.2% | +9.3% |
| 6M | +48.9% | +6.4% | +42.5% | +37.5% |
| YTD | +2.4% | +13.5% | -11.1% | -13.9% |
| 1Y | -8.1% | +13.6% | -21.7% | -23.0% |
| 3Y | +25.2% | +65.2% | -40.0% | -37.5% |
| All | +95.0% | +69.2% | +25.9% | -3.1% |
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