-98.8%
MSGM vs VT
+83.1%
-181.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.6% |
| 7D | +0.2% | +2.9% | -2.7% | -4.3% |
| 30D | -21.0% | -2.5% | -18.5% | -18.4% |
| 3M | -1.4% | -3.3% | +1.9% | +3.4% |
| 6M | -19.5% | +1.5% | -21.1% | -23.0% |
| YTD | +35.0% | +11.4% | +23.7% | +9.8% |
| 1Y | -12.3% | +11.9% | -24.2% | -28.6% |
| 3Y | +77.2% | +73.9% | +3.3% | -40.0% |
| 5Y | -95.9% | +57.9% | -153.8% | -98.5% |
| All | -98.8% | +83.1% | -181.9% | -99.7% |
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