+72.2%
MSFU vs VTEB
+12.2%
+60.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.2% | -0.2% | -2.9% | -3.0% |
| 30D | -3.1% | -1.6% | -1.5% | -1.5% |
| 3M | +35.3% | -2.0% | +37.3% | +38.0% |
| 6M | +31.6% | -1.7% | +33.3% | +33.8% |
| YTD | -9.5% | -0.6% | -8.9% | -8.9% |
| 1Y | -18.4% | +1.8% | -20.2% | -19.6% |
| 3Y | +26.9% | +9.6% | +17.4% | +12.6% |
| All | +72.2% | +12.2% | +60.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 all: compounded portfolio wealth divided by compounded VTEB 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…
all analysis · Full analysis span regression · 6 months rolling