-3.9%
MSI vs VYM
+18.4%
-22.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | -0.8% | -2.2% | +1.5% | +0.4% |
| 3M | +13.9% | +3.1% | +10.9% | +12.2% |
| 6M | +1.3% | +9.7% | -8.4% | -3.3% |
| YTD | +22.3% | +14.9% | +7.4% | +13.3% |
| 1Y | -3.9% | +17.6% | -21.4% | -12.1% |
| All | -3.9% | +18.4% | -22.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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