-51.4%
VG vs MSI
+11.1%
-62.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.0% | -8.0% | -4.9% |
| 7D | -22.0% | +5.1% | -27.1% | -22.9% |
| 30D | -14.7% | +13.3% | -28.0% | -17.3% |
| 3M | -7.1% | +18.3% | -25.4% | -10.8% |
| 6M | -11.2% | +18.7% | -29.9% | -14.4% |
| YTD | +69.8% | +36.0% | +33.8% | +51.3% |
| 1Y | +49.9% | +32.6% | +17.3% | +35.2% |
| All | -51.4% | +11.1% | -62.5% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling