+25.5%
MSFX vs VT
+61.5%
-36.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.7% | +11.7% | +10.2% |
| 7D | +8.7% | -0.3% | +9.0% | +9.6% |
| 30D | +9.7% | -1.4% | +11.1% | +13.2% |
| 3M | +24.0% | -1.4% | +25.4% | +27.9% |
| 6M | +61.5% | +5.5% | +56.0% | +46.6% |
| YTD | +10.0% | +12.8% | -2.8% | -12.3% |
| 1Y | -7.1% | +15.4% | -22.5% | -29.3% |
| All | +25.5% | +61.5% | -36.0% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling