+88.0%
MSFU vs VYM
+81.2%
+6.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -2.8% | +3.7% | -6.4% | -7.3% |
| 30D | -5.3% | +3.7% | -9.0% | -9.4% |
| 3M | +7.2% | -0.7% | +8.0% | +8.5% |
| 6M | +51.0% | +7.2% | +43.8% | +38.4% |
| YTD | -1.2% | +16.9% | -18.2% | -20.1% |
| 1Y | -10.3% | +19.6% | -29.9% | -29.9% |
| 3Y | +22.2% | +74.6% | -52.4% | -43.8% |
| All | +88.0% | +81.2% | +6.9% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling