+289.6%
VTI vs MS
+549.7%
-260.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +2.5% | +5.1% | -2.5% | +0.3% |
| 30D | -1.5% | +5.7% | -7.2% | -4.0% |
| 3M | -3.2% | -12.2% | +9.0% | +2.2% |
| 6M | +2.3% | -0.5% | +2.8% | +1.7% |
| YTD | +11.6% | +9.8% | +1.8% | +5.4% |
| 1Y | +13.8% | +17.7% | -4.0% | +4.0% |
| 3Y | +77.4% | +176.8% | -99.4% | +7.2% |
| 5Y | +64.6% | +123.7% | -59.2% | +7.4% |
| All | +289.6% | +549.7% | -260.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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