+416.3%
MSM vs VT
+356.1%
+60.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | -1.6% | +3.2% | +3.0% |
| 30D | -7.5% | -2.5% | -5.1% | -5.5% |
| 3M | -3.7% | -1.3% | -2.4% | -2.6% |
| 6M | +18.1% | +3.1% | +15.0% | +15.2% |
| YTD | +47.0% | +10.9% | +36.1% | +34.9% |
| 1Y | +47.2% | +12.1% | +35.2% | +34.0% |
| 3Y | +38.1% | +73.9% | -35.8% | -11.2% |
| 5Y | +71.2% | +58.0% | +13.2% | +17.8% |
| 10Y | +164.9% | +225.5% | -60.5% | +2.0% |
| All | +416.3% | +356.1% | +60.2% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling