+377.4%
VT vs MSI
+1,941.0%
-1,563.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.4% | -3.7% | +4.1% | +1.9% |
| 30D | +1.0% | +6.8% | -5.9% | -1.9% |
| 3M | +2.4% | +14.3% | -11.9% | -3.4% |
| 6M | +12.0% | -1.6% | +13.6% | +11.5% |
| YTD | +15.3% | +22.8% | -7.5% | +4.7% |
| 1Y | +22.6% | -1.1% | +23.7% | +21.1% |
| 3Y | +74.7% | +70.5% | +4.2% | +36.2% |
| 5Y | +66.1% | +102.8% | -36.7% | +19.0% |
| 10Y | +225.0% | +597.4% | -372.4% | +36.9% |
| All | +377.4% | +1,941.0% | -1,563.5% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling