+213.0%
VT vs MSI
+680.0%
-467.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -5.6% |
| 7D | -4.2% | +5.1% | -9.2% | -6.1% |
| 30D | -5.8% | +13.3% | -19.1% | -10.3% |
| 3M | -5.2% | +18.3% | -23.6% | -11.6% |
| 6M | +0.1% | +18.7% | -18.6% | -7.4% |
| YTD | +8.2% | +36.0% | -27.8% | -5.7% |
| 1Y | +10.1% | +32.6% | -22.5% | -3.1% |
| 3Y | +69.7% | +78.3% | -8.6% | +28.6% |
| 5Y | +53.4% | +121.6% | -68.2% | +3.8% |
| All | +213.0% | +680.0% | -467.0% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling