+16.0%
MSFX vs VT
+54.9%
-38.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | 0.0% |
| 7D | +0.9% | -4.2% | +5.1% | +9.7% |
| 30D | +0.3% | -5.8% | +6.1% | +12.6% |
| 3M | +14.9% | -5.2% | +20.1% | +27.7% |
| 6M | +51.2% | +0.1% | +51.0% | +51.3% |
| YTD | +1.8% | +8.2% | -6.5% | -12.3% |
| 1Y | -11.3% | +10.1% | -21.4% | -26.1% |
| All | +16.0% | +54.9% | -38.9% | -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 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