+76.3%
MSFU vs VT
+104.0%
-27.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.1% |
| 7D | -5.7% | +0.4% | -6.1% | -6.4% |
| 30D | +4.2% | +1.0% | +3.2% | +2.4% |
| 3M | +27.9% | +2.4% | +25.5% | +22.8% |
| 6M | +37.1% | +12.0% | +25.1% | +11.4% |
| YTD | -7.4% | +15.3% | -22.7% | -28.7% |
| 1Y | -19.6% | +22.6% | -42.2% | -44.7% |
| 3Y | +33.2% | +74.7% | -41.5% | -50.6% |
| All | +76.3% | +104.0% | -27.7% | -49.3% |
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