+98.6%
MSI vs VLTO
+56.3%
+42.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +7.4% | +1.6% | +5.8% | +7.0% |
| 30D | +18.7% | +22.0% | -3.2% | +13.1% |
| 3M | +14.5% | +21.9% | -7.4% | +9.0% |
| 6M | +38.1% | +36.5% | +1.6% | +28.2% |
| YTD | +38.7% | +19.0% | +19.7% | +32.4% |
| 1Y | +35.4% | +21.0% | +14.4% | +28.5% |
| 3Y | +75.1% | +69.9% | +5.2% | +62.1% |
| All | +98.6% | +56.3% | +42.3% | +85.2% |
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