+671.4%
MSI vs VFC
-46.8%
+718.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +7.4% | +3.5% | +3.9% | +6.8% |
| 30D | +18.7% | +38.3% | -19.5% | +12.7% |
| 3M | +14.5% | +40.2% | -25.7% | +8.2% |
| 6M | +38.1% | +10.6% | +27.5% | +34.8% |
| YTD | +38.7% | +16.7% | +22.0% | +33.3% |
| 1Y | +35.4% | +45.0% | -9.6% | +25.0% |
| 3Y | +75.1% | +48.8% | +26.3% | +43.7% |
| 5Y | +126.4% | -67.6% | +194.0% | +196.3% |
| 10Y | +671.4% | -47.5% | +718.9% | +708.5% |
| All | +671.4% | -46.8% | +718.2% | +708.5% |
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