+663.4%
MSI vs VIG
+262.6%
+400.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +3.2% | +3.5% | -0.2% | -0.1% |
| 30D | +17.6% | +4.9% | +12.7% | +11.9% |
| 3M | +14.5% | +2.5% | +12.0% | +11.4% |
| 6M | +34.3% | +11.0% | +23.2% | +20.7% |
| YTD | +39.7% | +16.0% | +23.8% | +20.0% |
| 1Y | +40.2% | +17.5% | +22.6% | +18.6% |
| 3Y | +77.1% | +67.0% | +10.2% | +3.8% |
| 5Y | +124.0% | +64.8% | +59.3% | +33.8% |
| All | +663.4% | +262.6% | +400.8% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling