+10.1%
VT vs MSI
+33.8%
-23.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.1% |
| 7D | -4.2% | +5.1% | -9.2% | -4.3% |
| 30D | -5.8% | +13.3% | -19.1% | -6.2% |
| 3M | -5.2% | +18.3% | -23.6% | -5.9% |
| 6M | +0.1% | +18.7% | -18.6% | -0.7% |
| YTD | +8.2% | +36.0% | -27.8% | +5.2% |
| 1Y | +10.1% | +32.6% | -22.5% | +10.9% |
| All | +10.1% | +33.8% | -23.6% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling