+938.9%
VTI vs MSI
+1,452.6%
-513.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.5% | +3.2% | -0.7% | +1.5% |
| 30D | -1.5% | +17.6% | -19.1% | -6.6% |
| 3M | -3.2% | +14.5% | -17.7% | -7.5% |
| 6M | +2.3% | +34.3% | -31.9% | -7.5% |
| YTD | +11.6% | +39.7% | -28.1% | -1.0% |
| 1Y | +13.8% | +40.2% | -26.4% | +0.7% |
| 3Y | +77.4% | +77.1% | +0.3% | +44.2% |
| 5Y | +64.6% | +124.0% | -59.5% | +23.2% |
| 10Y | +290.6% | +665.5% | -374.9% | +97.7% |
| All | +938.9% | +1,452.6% | -513.8% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling