+575.4%
MSI vs VYM
+487.3%
+88.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | -4.0% | -1.0% | -3.0% | -3.0% |
| 30D | -0.5% | -2.0% | +1.6% | +1.7% |
| 3M | +11.4% | +3.1% | +8.3% | +7.8% |
| 6M | +1.0% | +8.9% | -7.9% | -7.9% |
| YTD | +20.7% | +14.7% | +5.9% | +4.0% |
| 1Y | -2.7% | +19.4% | -22.1% | -19.8% |
| 3Y | +68.2% | +65.4% | +2.8% | -3.4% |
| 5Y | +100.0% | +77.6% | +22.4% | +6.4% |
| 10Y | +596.9% | +207.8% | +389.1% | +96.4% |
| All | +575.4% | +487.3% | +88.1% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling