+814.4%
VOO vs MSI
+2,007.4%
-1,193.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +3.3% | +2.6% | +0.7% | +2.2% |
| 30D | -2.7% | +18.1% | -20.8% | -9.3% |
| 3M | -1.7% | +13.2% | -14.9% | -7.0% |
| 6M | +3.1% | +36.3% | -33.2% | -10.1% |
| YTD | +11.9% | +39.5% | -27.6% | -4.5% |
| 1Y | +12.1% | +36.9% | -24.8% | -3.6% |
| 3Y | +78.6% | +76.1% | +2.5% | +35.0% |
| 5Y | +73.8% | +123.7% | -49.9% | +16.3% |
| 10Y | +312.3% | +664.3% | -352.0% | +62.1% |
| All | +814.4% | +2,007.4% | -1,193.0% | +132.8% |
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