+886.9%
MSI vs VNQ
+387.0%
+499.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.1% |
| 7D | -4.0% | -0.9% | -3.1% | -3.5% |
| 30D | -0.5% | -2.2% | +1.8% | +0.8% |
| 3M | +11.4% | -1.9% | +13.3% | +12.5% |
| 6M | +1.0% | +3.2% | -2.3% | -1.1% |
| YTD | +20.7% | +9.4% | +11.3% | +14.4% |
| 1Y | -2.7% | +7.5% | -10.2% | -6.9% |
| 3Y | +68.2% | +31.1% | +37.1% | +42.0% |
| 5Y | +100.0% | +6.6% | +93.4% | +88.9% |
| 10Y | +596.9% | +63.9% | +532.9% | +409.8% |
| All | +886.9% | +387.0% | +499.9% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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