+124.5%
MSI vs VO
+36.2%
+88.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +0.7% |
| 7D | +8.3% | -0.1% | +8.5% | +8.3% |
| 30D | +18.9% | +0.5% | +18.4% | +18.2% |
| 3M | +13.2% | -1.0% | +14.2% | +13.7% |
| 6M | +38.3% | +6.4% | +31.8% | +31.6% |
| YTD | +38.9% | +13.6% | +25.3% | +25.7% |
| 1Y | +36.7% | +14.5% | +22.2% | +22.9% |
| 3Y | +76.6% | +67.2% | +9.3% | +15.6% |
| 5Y | +124.5% | +36.1% | +88.4% | +78.1% |
| All | +124.5% | +36.2% | +88.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling