+734.7%
MSI vs VIG
+655.7%
+79.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.6% | +3.1% | -0.5% | -0.9% |
| 30D | +18.1% | +5.0% | +13.1% | +11.4% |
| 3M | +13.2% | +2.7% | +10.5% | +9.5% |
| 6M | +36.3% | +11.0% | +25.3% | +20.7% |
| YTD | +39.5% | +16.0% | +23.6% | +17.1% |
| 1Y | +36.9% | +16.3% | +20.6% | +14.4% |
| 3Y | +76.1% | +66.8% | +9.3% | -4.0% |
| 5Y | +123.7% | +64.8% | +58.9% | +24.2% |
| 10Y | +664.3% | +263.6% | +400.8% | +62.0% |
| All | +734.7% | +655.7% | +79.0% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling