+73.7%
VTI vs MSI
+97.7%
-24.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -0.4% | -4.0% | +3.6% | +1.2% |
| 30D | -1.6% | -0.5% | -1.1% | -1.5% |
| 3M | +3.6% | +11.4% | -7.8% | -1.2% |
| 6M | +13.0% | +1.0% | +12.1% | +11.7% |
| YTD | +12.7% | +20.7% | -8.0% | +2.4% |
| 1Y | +18.4% | -2.7% | +21.1% | +18.6% |
| 3Y | +76.4% | +68.2% | +8.2% | +30.4% |
| 5Y | +73.7% | +100.0% | -26.3% | +12.9% |
| All | +73.7% | +97.7% | -24.0% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling