+804.1%
MSI vs VTEB
+26.0%
+778.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -4.0% | -0.7% | -3.3% | -3.6% |
| 30D | -0.5% | -2.1% | +1.6% | +0.7% |
| 3M | +11.4% | -2.7% | +14.1% | +13.1% |
| 6M | +1.0% | -2.1% | +3.1% | +2.2% |
| YTD | +20.7% | -1.1% | +21.8% | +21.5% |
| 1Y | -2.7% | +1.3% | -4.0% | -3.3% |
| 3Y | +68.2% | +9.0% | +59.2% | +60.9% |
| 5Y | +100.0% | +1.5% | +98.5% | +97.3% |
| 10Y | +596.9% | +18.5% | +578.4% | +689.4% |
| All | +804.1% | +26.0% | +778.1% | +1,134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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