+938.3%
VTI vs MS
+587.8%
+350.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.5% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -2.9% | -0.9% | -2.0% | -2.7% |
| 3M | -2.6% | -13.0% | +10.4% | +1.4% |
| 6M | +2.8% | -2.0% | +4.7% | +2.9% |
| YTD | +11.6% | +7.8% | +3.8% | +8.2% |
| 1Y | +13.6% | +17.9% | -4.2% | +7.2% |
| 3Y | +79.9% | +174.8% | -94.9% | +29.8% |
| 5Y | +64.3% | +119.9% | -55.6% | +25.7% |
| 10Y | +291.9% | +578.8% | -287.0% | +109.6% |
| All | +938.3% | +587.8% | +350.5% | +287.5% |
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