+663.4%
MSI vs VFC
-48.6%
+712.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.4% |
| 7D | +3.2% | +1.6% | +1.6% | +3.0% |
| 30D | +17.6% | +25.5% | -7.9% | +13.3% |
| 3M | +14.5% | +41.3% | -26.8% | +8.1% |
| 6M | +34.3% | +22.2% | +12.0% | +29.0% |
| YTD | +39.7% | +16.4% | +23.3% | +34.3% |
| 1Y | +40.2% | +38.4% | +1.7% | +30.5% |
| 3Y | +77.1% | +56.2% | +20.9% | +43.4% |
| 5Y | +124.0% | -68.2% | +192.2% | +194.9% |
| All | +663.4% | -48.6% | +712.0% | +702.9% |
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