+88.5%
VT vs MSFU
+93.3%
-4.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | -2.3% | +2.5% | -4.8% | -2.9% |
| 30D | -5.0% | -1.3% | -3.7% | -5.0% |
| 3M | -4.9% | +8.6% | -13.5% | -6.6% |
| 6M | -1.5% | +48.4% | -49.9% | -9.6% |
| YTD | +8.5% | +1.6% | +6.9% | +6.1% |
| 1Y | +11.4% | -5.8% | +17.1% | +10.6% |
| 3Y | +70.1% | +30.9% | +39.1% | +48.5% |
| All | +88.5% | +93.3% | -4.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling