+725.0%
VTV vs MSI
+962.5%
-237.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | +0.5% | -3.7% | +4.2% | +1.8% |
| 30D | +1.1% | +6.8% | -5.7% | -1.4% |
| 3M | +5.9% | +14.3% | -8.4% | +0.7% |
| 6M | +11.6% | -1.6% | +13.2% | +11.3% |
| YTD | +19.8% | +22.8% | -3.0% | +10.2% |
| 1Y | +26.2% | -1.1% | +27.3% | +25.0% |
| 3Y | +68.5% | +70.5% | -2.0% | +36.0% |
| 5Y | +79.9% | +102.8% | -22.9% | +34.8% |
| 10Y | +229.7% | +597.4% | -367.7% | +58.3% |
| All | +725.0% | +962.5% | -237.5% | +168.3% |
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