+636.6%
MSI vs VIG
+623.5%
+13.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -3.7% | -0.4% | -3.3% | -3.2% |
| 30D | +6.8% | -1.0% | +7.8% | +8.0% |
| 3M | +14.3% | +2.8% | +11.5% | +10.8% |
| 6M | -1.3% | +8.2% | -9.5% | -9.9% |
| YTD | +23.1% | +11.0% | +12.1% | +8.9% |
| 1Y | -0.8% | +16.1% | -17.0% | -16.8% |
| 3Y | +70.9% | +56.2% | +14.8% | +0.9% |
| 5Y | +103.3% | +63.0% | +40.3% | +14.4% |
| 10Y | +599.2% | +241.4% | +357.8% | +59.8% |
| All | +636.6% | +623.5% | +13.1% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling