+638.4%
VTI vs MSCI
+2,756.4%
-2,118.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | 0.0% | +0.6% | -0.5% | -0.2% |
| 3M | +2.0% | -7.1% | +9.1% | +3.9% |
| 6M | +13.0% | +0.8% | +12.1% | +11.4% |
| YTD | +13.9% | +1.0% | +13.0% | +11.8% |
| 1Y | +20.0% | +4.3% | +15.7% | +15.7% |
| 3Y | +75.8% | +9.9% | +65.9% | +63.0% |
| 5Y | +73.8% | -6.8% | +80.6% | +66.8% |
| 10Y | +297.5% | +614.7% | -317.2% | +79.7% |
| All | +638.4% | +2,756.4% | -2,118.0% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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