-1.1%
MSI vs VFC
-6.8%
+5.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.0% |
| 7D | -3.7% | -1.6% | -2.1% | -3.6% |
| 30D | +6.8% | -11.6% | +18.5% | +7.4% |
| 3M | +14.3% | -18.1% | +32.4% | +15.4% |
| 6M | -1.6% | -27.4% | +25.8% | -0.5% |
| YTD | +22.8% | -24.8% | +47.6% | +23.5% |
| 1Y | -1.1% | -8.2% | +7.1% | -2.1% |
| All | -1.1% | -6.8% | +5.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling