+4,394.6%
MSI vs VFC
+1,377.5%
+3,017.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.0% |
| 7D | +8.3% | +7.7% | +0.7% | +6.3% |
| 30D | +18.9% | +39.2% | -20.3% | +9.2% |
| 3M | +13.2% | +40.3% | -27.1% | +3.5% |
| 6M | +38.3% | +11.4% | +26.9% | +32.5% |
| YTD | +38.9% | +17.5% | +21.3% | +29.9% |
| 1Y | +36.7% | +45.9% | -9.2% | +20.3% |
| 3Y | +76.6% | +47.3% | +29.2% | +33.5% |
| 5Y | +124.5% | -67.2% | +191.7% | +162.2% |
| 10Y | +674.5% | -46.1% | +720.6% | +617.0% |
| All | +4,394.6% | +1,377.5% | +3,017.1% | +1,438.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling