+97.0%
MSFU vs VT
+91.4%
+5.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -0.1% |
| 7D | +1.0% | -4.2% | +5.2% | +9.5% |
| 30D | +0.6% | -5.8% | +6.4% | +12.6% |
| 3M | +16.4% | -5.2% | +21.6% | +29.0% |
| 6M | +53.0% | +0.1% | +52.9% | +53.3% |
| YTD | +3.5% | +8.2% | -4.8% | -10.2% |
| 1Y | -7.8% | +10.1% | -18.0% | -22.5% |
| 3Y | +35.6% | +69.7% | -34.1% | -46.8% |
| All | +97.0% | +91.4% | +5.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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