+67.8%
VTV vs MSI
+68.0%
-0.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -0.7% | -4.0% | +3.3% | +0.2% |
| 30D | -0.5% | -0.5% | 0.0% | -0.5% |
| 3M | +5.3% | +11.4% | -6.1% | +2.6% |
| 6M | +12.9% | +1.0% | +11.9% | +12.4% |
| YTD | +18.5% | +20.7% | -2.2% | +12.2% |
| 1Y | +25.3% | -2.7% | +28.0% | +26.3% |
| All | +67.8% | +68.0% | -0.2% | +42.4% |
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