+24.6%
MSLC vs VT
+36.2%
-11.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | +0.4% | -0.5% | -0.4% |
| 30D | -0.1% | +1.0% | -1.1% | -1.1% |
| 3M | +2.4% | +2.4% | 0.0% | 0.0% |
| 6M | +11.6% | +12.0% | -0.4% | -0.4% |
| YTD | +11.9% | +15.3% | -3.5% | -3.2% |
| 1Y | +16.6% | +22.6% | -6.0% | -5.3% |
| All | +24.6% | +36.2% | -11.6% | -9.4% |
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