+173.7%
VEA vs MSI
+778.1%
-604.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +1.0% | -3.7% | +4.7% | +2.4% |
| 30D | +1.9% | +6.8% | -4.9% | -0.9% |
| 3M | +3.2% | +14.3% | -11.1% | -2.4% |
| 6M | +10.2% | -1.6% | +11.8% | +9.7% |
| YTD | +18.9% | +22.8% | -3.9% | +8.3% |
| 1Y | +29.3% | -1.1% | +30.4% | +27.8% |
| 3Y | +76.8% | +70.5% | +6.3% | +38.7% |
| 5Y | +61.2% | +102.8% | -41.6% | +16.2% |
| 10Y | +163.3% | +597.4% | -434.1% | +11.2% |
| All | +173.7% | +778.1% | -604.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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