-39.3%
VG vs MSI
+0.3%
-39.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.7% | -3.7% | +5.4% | +2.6% |
| 30D | +16.0% | +6.8% | +9.2% | +14.2% |
| 3M | +9.7% | +14.3% | -4.6% | +6.3% |
| 6M | +29.6% | -1.6% | +31.1% | +32.1% |
| YTD | +112.0% | +22.8% | +89.2% | +93.7% |
| 1Y | +12.8% | -1.1% | +13.9% | +14.1% |
| All | -39.3% | +0.3% | -39.7% | -44.2% |
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