+294.5%
VTI vs MSI
+601.8%
-307.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -2.0% | -1.8% | -0.3% | -1.3% |
| 30D | -1.9% | -0.6% | -1.3% | -1.8% |
| 3M | +4.5% | +13.0% | -8.5% | -1.4% |
| 6M | +12.6% | +0.5% | +12.1% | +11.1% |
| YTD | +12.0% | +21.7% | -9.7% | +0.9% |
| 1Y | +17.3% | -2.6% | +20.0% | +16.8% |
| 3Y | +75.3% | +69.7% | +5.7% | +31.8% |
| 5Y | +74.0% | +102.8% | -28.8% | +18.1% |
| All | +294.5% | +601.8% | -307.3% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling