+219.0%
MSGS vs VT
+251.6%
-32.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.5% | +0.4% | 0.0% | +0.1% |
| 30D | 0.0% | +1.0% | -1.0% | -0.8% |
| 3M | +1.6% | +2.4% | -0.8% | -0.5% |
| 6M | +21.6% | +12.0% | +9.6% | +11.0% |
| YTD | +51.2% | +15.3% | +35.9% | +35.0% |
| 1Y | +99.5% | +22.6% | +76.9% | +69.7% |
| 3Y | +118.6% | +74.7% | +43.9% | +40.5% |
| 5Y | +122.0% | +66.1% | +55.9% | +47.4% |
| 10Y | +217.4% | +225.0% | -7.6% | +24.2% |
| All | +219.0% | +251.6% | -32.6% | +19.7% |
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