-99.6%
MSOX vs VT
+89.2%
-188.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -10.1% |
| 7D | +12.7% | -0.3% | +13.0% | +13.2% |
| 30D | -6.2% | -1.4% | -4.7% | -3.1% |
| 3M | -10.9% | -1.4% | -9.5% | -8.1% |
| 6M | -36.4% | +5.5% | -41.9% | -42.6% |
| YTD | -52.5% | +12.8% | -65.3% | -61.0% |
| 1Y | -60.8% | +15.4% | -76.2% | -69.7% |
| 3Y | -96.3% | +76.9% | -173.1% | -98.6% |
| All | -99.6% | +89.2% | -188.9% | -99.9% |
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