+913.2%
VTI vs MS
+567.0%
+346.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.6% | -1.6% | -1.0% | -2.1% |
| 30D | -5.0% | -3.8% | -1.2% | -4.0% |
| 3M | -4.3% | -14.6% | +10.3% | +0.3% |
| 6M | +0.6% | -5.1% | +5.6% | +1.7% |
| YTD | +8.9% | +4.5% | +4.4% | +6.5% |
| 1Y | +11.1% | +13.5% | -2.4% | +6.0% |
| 3Y | +74.5% | +160.4% | -85.9% | +28.0% |
| 5Y | +60.1% | +112.9% | -52.8% | +23.7% |
| 10Y | +297.4% | +633.4% | -336.0% | +108.2% |
| All | +913.2% | +567.0% | +346.2% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling