+730.0%
MSI vs VIG
+650.0%
+80.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +7.4% | +1.0% | +6.4% | +5.9% |
| 30D | +18.7% | +4.5% | +14.2% | +12.6% |
| 3M | +14.5% | +2.1% | +12.4% | +11.4% |
| 6M | +38.1% | +10.5% | +27.6% | +22.9% |
| YTD | +38.7% | +15.1% | +23.6% | +17.5% |
| 1Y | +35.4% | +16.9% | +18.5% | +12.5% |
| 3Y | +75.1% | +65.6% | +9.5% | -3.7% |
| 5Y | +126.4% | +64.4% | +62.0% | +26.0% |
| 10Y | +671.4% | +260.6% | +410.8% | +65.0% |
| All | +730.0% | +650.0% | +80.0% | -34.7% |
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