+121.6%
MSI vs VT
+53.2%
+68.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +6.7% |
| 7D | +5.1% | -4.2% | +9.2% | +7.9% |
| 30D | +13.3% | -5.8% | +19.1% | +17.6% |
| 3M | +18.3% | -5.2% | +23.6% | +22.2% |
| 6M | +18.7% | +0.1% | +18.6% | +17.4% |
| YTD | +36.0% | +8.2% | +27.8% | +26.3% |
| 1Y | +32.6% | +10.1% | +22.5% | +21.4% |
| 3Y | +78.3% | +69.7% | +8.6% | +11.1% |
| 5Y | +121.6% | +53.4% | +68.2% | +58.7% |
| All | +121.6% | +53.2% | +68.4% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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