+732.2%
MSI vs VEU
+192.1%
+540.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.3% |
| 7D | -3.7% | +1.1% | -4.8% | -4.6% |
| 30D | +6.8% | +2.2% | +4.7% | +4.9% |
| 3M | +14.3% | +3.0% | +11.3% | +10.8% |
| 6M | -1.6% | +10.9% | -12.4% | -10.7% |
| YTD | +22.8% | +18.2% | +4.6% | +5.4% |
| 1Y | -1.1% | +28.3% | -29.4% | -20.8% |
| 3Y | +70.5% | +74.6% | -4.2% | +3.8% |
| 5Y | +102.8% | +56.4% | +46.4% | +34.6% |
| 10Y | +597.4% | +153.0% | +444.4% | +204.5% |
| All | +732.2% | +192.1% | +540.1% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling