+3,874.2%
MSI vs VFC
+845.1%
+3,029.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.5% |
| 7D | -3.7% | -1.6% | -2.1% | -3.3% |
| 30D | +6.8% | -11.6% | +18.5% | +10.0% |
| 3M | +14.3% | -18.1% | +32.4% | +18.9% |
| 6M | -1.6% | -27.4% | +25.8% | +4.9% |
| YTD | +22.8% | -24.8% | +47.6% | +29.0% |
| 1Y | -1.1% | -8.2% | +7.1% | -2.7% |
| 3Y | +70.5% | -29.1% | +99.6% | +55.2% |
| 5Y | +102.8% | -79.2% | +182.0% | +165.5% |
| 10Y | +597.4% | -68.1% | +665.5% | +642.9% |
| All | +3,874.2% | +845.1% | +3,029.1% | +1,426.7% |
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 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