+226.3%
VTV vs MSI
+601.8%
-375.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.4% |
| 30D | -1.3% | -0.6% | -0.7% | -1.2% |
| 3M | +5.6% | +13.0% | -7.4% | +0.3% |
| 6M | +12.4% | +0.5% | +11.9% | +11.2% |
| YTD | +17.6% | +21.7% | -4.1% | +7.3% |
| 1Y | +23.5% | -2.6% | +26.1% | +23.1% |
| 3Y | +67.0% | +69.7% | -2.6% | +29.2% |
| 5Y | +80.5% | +102.8% | -22.3% | +26.8% |
| All | +226.3% | +601.8% | -375.5% | +54.9% |
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 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