+77.4%
VTI vs MS
+181.7%
-104.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.6% | +2.5% | -1.8% | -0.3% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +3.9% | +2.4% | +1.5% | +2.6% |
| 6M | +14.6% | +36.4% | -21.8% | +1.1% |
| YTD | +13.3% | +23.8% | -10.5% | +3.3% |
| 1Y | +19.2% | +48.6% | -29.5% | +0.7% |
| 3Y | +77.4% | +179.1% | -101.8% | +19.3% |
| All | +77.4% | +181.7% | -104.3% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling