+626.4%
VTI vs MSCI
+3,147.7%
-2,521.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +3.4% | -0.7% | +4.0% | +3.6% |
| 30D | -2.3% | +16.2% | -18.5% | -7.5% |
| 3M | -2.2% | +16.1% | -18.3% | -7.5% |
| 6M | +3.3% | +12.9% | -9.7% | -2.2% |
| YTD | +12.1% | +14.8% | -2.7% | +4.8% |
| 1Y | +12.2% | +13.8% | -1.6% | +5.2% |
| 3Y | +78.0% | +31.2% | +46.8% | +54.7% |
| 5Y | +65.2% | +5.6% | +59.7% | +51.7% |
| 10Y | +292.2% | +806.4% | -514.3% | +63.0% |
| All | +626.4% | +3,147.7% | -2,521.3% | +78.9% |
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