+99.3%
MSI vs VMC
+52.4%
+46.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.5% |
| 7D | -5.8% | -0.5% | -5.2% | -5.6% |
| 30D | -1.0% | -9.1% | +8.1% | +2.2% |
| 3M | +14.2% | -4.1% | +18.3% | +15.0% |
| 6M | +1.0% | -5.5% | +6.6% | +2.1% |
| YTD | +21.5% | -8.9% | +30.4% | +23.8% |
| 1Y | -2.1% | -12.9% | +10.8% | +1.3% |
| 3Y | +69.3% | +22.1% | +47.2% | +47.1% |
| 5Y | +99.3% | +52.7% | +46.6% | +52.2% |
| All | +99.3% | +52.4% | +46.9% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling