+132.0%
MSM vs VT
+214.8%
-82.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -1.0% |
| 7D | -9.7% | -4.2% | -5.6% | -6.5% |
| 30D | -14.9% | -5.8% | -9.1% | -10.4% |
| 3M | -11.6% | -5.2% | -6.4% | -7.5% |
| 6M | +8.5% | +0.1% | +8.4% | +8.2% |
| YTD | +35.6% | +8.2% | +27.3% | +26.5% |
| 1Y | +32.8% | +10.1% | +22.7% | +22.1% |
| 3Y | +27.3% | +69.7% | -42.3% | -17.8% |
| 5Y | +57.8% | +53.4% | +4.4% | +9.8% |
| All | +132.0% | +214.8% | -82.8% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling