+129.0%
MSI vs VMC
+48.5%
+80.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +7.7% | -4.3% | +12.0% | +9.2% |
| 30D | +19.9% | +16.2% | +3.7% | +13.5% |
| 3M | +14.9% | -0.8% | +15.8% | +14.8% |
| 6M | +37.2% | +1.2% | +36.1% | +35.3% |
| YTD | +40.8% | +0.5% | +40.3% | +38.2% |
| 1Y | +38.1% | -2.9% | +41.0% | +37.2% |
| 3Y | +77.7% | +37.3% | +40.3% | +46.4% |
| 5Y | +129.0% | +48.8% | +80.2% | +73.6% |
| All | +129.0% | +48.5% | +80.5% | +73.6% |
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