-2.7%
MSI vs VFC
-15.2%
+12.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -4.0% | -2.3% | -1.6% | -3.9% |
| 30D | -0.5% | -13.4% | +12.9% | +0.2% |
| 3M | +11.4% | -23.7% | +35.1% | +12.9% |
| 6M | +1.0% | -24.5% | +25.4% | +2.1% |
| YTD | +20.7% | -27.8% | +48.5% | +21.6% |
| 1Y | -2.7% | -13.5% | +10.8% | -3.4% |
| All | -2.7% | -15.2% | +12.5% | -3.4% |
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