+50.0%
VG vs MSI
+32.4%
+17.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -22.0% | +4.7% | -26.7% | -22.2% |
| 30D | -11.6% | +14.8% | -26.4% | -12.2% |
| 3M | -14.9% | +8.8% | -23.7% | -15.2% |
| 6M | -3.5% | +19.3% | -22.8% | -2.3% |
| YTD | +70.0% | +35.3% | +34.6% | +47.9% |
| 1Y | +50.0% | +33.8% | +16.2% | +32.7% |
| All | +50.0% | +32.4% | +17.6% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling