+662.2%
MSI vs VFC
-50.3%
+712.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | +2.6% | -1.4% | +4.0% | +2.8% |
| 30D | +18.1% | +24.6% | -6.5% | +14.0% |
| 3M | +13.2% | +38.4% | -25.2% | +7.2% |
| 6M | +36.3% | +15.3% | +21.0% | +32.1% |
| YTD | +39.5% | +12.7% | +26.8% | +34.8% |
| 1Y | +36.9% | +32.7% | +4.2% | +28.3% |
| 3Y | +76.1% | +43.7% | +32.4% | +45.4% |
| 5Y | +123.7% | -69.2% | +192.9% | +196.0% |
| All | +662.2% | -50.3% | +712.5% | +705.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling