+73.2%
MSFU vs VYM
+78.0%
-4.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.3% |
| 7D | -1.8% | -0.8% | -1.0% | -0.8% |
| 30D | +0.5% | -2.2% | +2.7% | +3.5% |
| 3M | +51.9% | +3.1% | +48.8% | +46.3% |
| 6M | +35.0% | +9.7% | +25.2% | +19.2% |
| YTD | -9.0% | +14.9% | -23.9% | -24.9% |
| 1Y | -18.8% | +17.6% | -36.4% | -35.2% |
| 3Y | +25.5% | +65.3% | -39.8% | -37.8% |
| All | +73.2% | +78.0% | -4.8% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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