-1.1%
MSI vs VO
+15.8%
-16.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | +6.8% | -0.3% | +7.2% | +6.9% |
| 3M | +14.3% | +2.9% | +11.4% | +12.8% |
| 6M | -1.6% | +9.3% | -10.9% | -5.6% |
| YTD | +22.8% | +14.2% | +8.6% | +15.9% |
| 1Y | -1.1% | +15.3% | -16.4% | -7.7% |
| All | -1.1% | +15.8% | -16.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling