-99.7%
MSOX vs VT
+81.5%
-181.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | +0.3% |
| 7D | +2.6% | -4.2% | +6.8% | +11.9% |
| 30D | -15.5% | -5.8% | -9.7% | -4.1% |
| 3M | -4.9% | -5.2% | +0.4% | +6.6% |
| 6M | -46.3% | +0.1% | -46.4% | -46.1% |
| YTD | -56.2% | +8.2% | -64.5% | -60.9% |
| 1Y | -66.1% | +10.1% | -76.2% | -71.2% |
| 3Y | -96.6% | +69.7% | -166.2% | -98.6% |
| All | -99.7% | +81.5% | -181.2% | -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 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