+420.5%
VUG vs MSI
+593.5%
-173.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +0.1% | -4.0% | +4.1% | +1.9% |
| 30D | -1.7% | -0.5% | -1.2% | -1.6% |
| 3M | +2.8% | +11.4% | -8.6% | -2.8% |
| 6M | +13.6% | +1.0% | +12.6% | +11.7% |
| YTD | +8.1% | +20.7% | -12.6% | -3.1% |
| 1Y | +13.1% | -2.7% | +15.8% | +12.3% |
| 3Y | +87.0% | +68.2% | +18.8% | +38.2% |
| 5Y | +76.0% | +100.0% | -24.0% | +17.6% |
| 10Y | +420.5% | +596.9% | -176.4% | +122.5% |
| All | +420.5% | +593.5% | -173.0% | +122.5% |
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