+597.6%
MSI vs VEU
+152.3%
+445.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.8% |
| 7D | -1.8% | -1.9% | +0.2% | -0.4% |
| 30D | -0.6% | -0.7% | +0.1% | -0.2% |
| 3M | +13.0% | +4.9% | +8.2% | +8.6% |
| 6M | +0.5% | +9.8% | -9.3% | -7.4% |
| YTD | +21.7% | +15.3% | +6.4% | +7.8% |
| 1Y | -2.6% | +23.0% | -25.6% | -18.1% |
| 3Y | +69.7% | +73.5% | -3.8% | +6.5% |
| 5Y | +102.8% | +54.5% | +48.3% | +39.4% |
| All | +597.6% | +152.3% | +445.3% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling