+66.6%
VT vs MSI
+103.4%
-36.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.4% | -3.7% | +4.1% | +1.7% |
| 30D | +1.0% | +6.8% | -5.9% | -1.5% |
| 3M | +2.4% | +14.3% | -11.9% | -2.6% |
| 6M | +12.0% | -1.6% | +13.6% | +12.1% |
| YTD | +15.3% | +22.8% | -7.5% | +5.6% |
| 1Y | +22.6% | -1.1% | +23.7% | +22.2% |
| 3Y | +74.7% | +70.5% | +4.2% | +33.4% |
| All | +66.6% | +103.4% | -36.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling