+596.9%
MSI vs VMC
+146.8%
+450.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.4% |
| 7D | -4.0% | -5.3% | +1.3% | -2.3% |
| 30D | -0.5% | -12.3% | +11.8% | +3.8% |
| 3M | +11.4% | -10.3% | +21.7% | +14.8% |
| 6M | +1.0% | -8.6% | +9.5% | +3.1% |
| YTD | +20.7% | -11.9% | +32.5% | +24.3% |
| 1Y | -2.7% | -13.9% | +11.2% | +0.9% |
| 3Y | +68.2% | +18.2% | +50.0% | +53.2% |
| 5Y | +100.0% | +47.7% | +52.2% | +66.3% |
| 10Y | +596.9% | +152.5% | +444.4% | +370.3% |
| All | +596.9% | +146.8% | +450.1% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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