+94.7%
MSI vs VLTO
+54.1%
+40.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +5.1% | +12.0% | -6.9% | +2.2% |
| 30D | +13.3% | +20.8% | -7.5% | +8.2% |
| 3M | +18.3% | +20.1% | -1.8% | +13.1% |
| 6M | +18.7% | +32.6% | -13.9% | +10.9% |
| YTD | +36.0% | +17.3% | +18.7% | +30.2% |
| 1Y | +32.6% | +17.3% | +15.3% | +26.8% |
| 3Y | +78.3% | +66.9% | +11.4% | +65.7% |
| All | +94.7% | +54.1% | +40.6% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling