+114.2%
VUG vs MSFU
+95.0%
+19.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.5% |
| 7D | -1.2% | +4.0% | -5.2% | -2.6% |
| 30D | -8.9% | -2.3% | -6.5% | -8.6% |
| 3M | -5.9% | +7.1% | -13.0% | -8.5% |
| 6M | -3.3% | +48.9% | -52.2% | -16.7% |
| YTD | +3.4% | +2.4% | +1.0% | -1.0% |
| 1Y | +1.9% | -8.1% | +10.0% | +1.3% |
| 3Y | +76.9% | +25.2% | +51.7% | +46.6% |
| All | +114.2% | +95.0% | +19.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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