-99.6%
MSOX vs VT
+82.0%
-181.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +3.6% |
| 7D | +14.6% | -2.3% | +16.9% | +20.0% |
| 30D | -13.2% | -5.0% | -8.2% | -3.2% |
| 3M | -12.8% | -4.9% | -7.9% | -3.1% |
| 6M | -48.5% | -1.5% | -46.9% | -46.6% |
| YTD | -54.5% | +8.5% | -62.9% | -59.5% |
| 1Y | -57.3% | +11.4% | -68.7% | -64.6% |
| 3Y | -96.4% | +70.1% | -166.5% | -98.6% |
| All | -99.6% | +82.0% | -181.6% | -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