+98.8%
MSI vs VLTO
+56.1%
+42.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +8.3% | +2.0% | +6.3% | +7.8% |
| 30D | +18.9% | +21.8% | -2.9% | +13.3% |
| 3M | +13.2% | +20.2% | -7.0% | +8.2% |
| 6M | +38.3% | +36.3% | +1.9% | +28.4% |
| YTD | +38.9% | +18.8% | +20.0% | +32.6% |
| 1Y | +36.7% | +20.4% | +16.3% | +29.9% |
| 3Y | +76.6% | +71.9% | +4.6% | +63.3% |
| All | +98.8% | +56.1% | +42.7% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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