-99.4%
MSOX vs VT
+93.5%
-192.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +4.3% | +0.4% | +3.8% | +3.3% |
| 30D | +54.4% | +1.0% | +53.4% | +51.3% |
| 3M | -9.7% | +2.4% | -12.0% | -14.9% |
| 6M | +17.3% | +12.0% | +5.3% | -3.3% |
| YTD | -29.0% | +15.3% | -44.4% | -44.5% |
| 1Y | -58.3% | +22.6% | -80.9% | -71.0% |
| 3Y | -96.5% | +74.7% | -171.2% | -98.7% |
| All | -99.4% | +93.5% | -192.9% | -99.8% |
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