-98.7%
MSGM vs VT
+89.6%
-188.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | 0.0% | +13.9% | +14.0% |
| 7D | +17.7% | +0.4% | +17.3% | +16.8% |
| 30D | +2.7% | +1.0% | +1.7% | +1.1% |
| 3M | +12.8% | +2.4% | +10.4% | +7.7% |
| 6M | +13.1% | +12.0% | +1.1% | -7.7% |
| YTD | +44.5% | +15.3% | +29.1% | +11.7% |
| 1Y | +55.8% | +22.6% | +33.2% | +9.1% |
| 3Y | +5.3% | +74.7% | -69.4% | -63.9% |
| 5Y | -95.7% | +66.1% | -161.9% | -98.6% |
| All | -98.7% | +89.6% | -188.3% | -99.6% |
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