-6.9%
MSFW vs VT
+24.7%
-31.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.7% |
| 30D | +2.6% | +1.0% | +1.6% | +1.8% |
| 3M | +18.8% | +2.4% | +16.4% | +16.2% |
| 6M | +25.8% | +12.0% | +13.8% | +13.9% |
| YTD | +1.6% | +15.3% | -13.8% | -9.9% |
| 1Y | -5.2% | +22.6% | -27.7% | -19.2% |
| All | -6.9% | +24.7% | -31.6% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling