+78.1%
VTI vs MSI
+76.1%
+2.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +3.4% | +2.6% | +0.8% | +2.8% |
| 30D | -2.3% | +18.1% | -20.4% | -5.8% |
| 3M | -2.2% | +13.2% | -15.4% | -4.8% |
| 6M | +3.3% | +36.3% | -33.0% | -4.2% |
| YTD | +12.1% | +39.5% | -27.4% | +1.8% |
| 1Y | +12.2% | +36.9% | -24.7% | +2.6% |
| All | +78.1% | +76.1% | +2.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling