+87.3%
MSFU vs VT
+97.0%
-9.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.9% |
| 7D | -4.9% | +2.9% | -7.8% | -9.7% |
| 30D | -9.1% | -2.5% | -6.6% | -4.4% |
| 3M | +8.7% | -3.3% | +12.0% | +16.3% |
| 6M | +48.3% | +1.5% | +46.7% | +45.1% |
| YTD | -1.6% | +11.4% | -13.0% | -18.9% |
| 1Y | -13.6% | +11.9% | -25.5% | -29.4% |
| 3Y | +20.2% | +73.9% | -53.7% | -54.9% |
| All | +87.3% | +97.0% | -9.7% | -42.3% |
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