+213.7%
VT vs MSI
+676.2%
-462.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -2.3% | +4.7% | -7.0% | -4.1% |
| 30D | -5.0% | +14.8% | -19.7% | -10.0% |
| 3M | -4.9% | +8.8% | -13.7% | -8.2% |
| 6M | -1.5% | +19.3% | -20.8% | -9.1% |
| YTD | +8.5% | +35.3% | -26.8% | -5.4% |
| 1Y | +11.4% | +33.8% | -22.4% | -2.4% |
| 3Y | +70.1% | +74.4% | -4.4% | +30.2% |
| 5Y | +53.7% | +120.5% | -66.8% | +4.3% |
| All | +213.7% | +676.2% | -462.5% | +39.1% |
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