+160.1%
VEA vs MSI
+906.7%
-746.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -1.3% | +7.7% | -9.0% | -4.1% |
| 30D | 0.0% | +19.9% | -20.0% | -6.8% |
| 3M | -3.6% | +14.9% | -18.5% | -8.8% |
| 6M | -0.5% | +37.2% | -37.7% | -12.5% |
| YTD | +13.0% | +40.8% | -27.8% | -2.4% |
| 1Y | +16.3% | +38.1% | -21.9% | +1.1% |
| 3Y | +74.4% | +77.7% | -3.3% | +34.9% |
| 5Y | +55.8% | +129.0% | -73.2% | +7.2% |
| 10Y | +161.1% | +671.3% | -510.2% | +6.2% |
| All | +160.1% | +906.7% | -746.6% | -23.6% |
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