+57.3%
VUG vs MSI
+118.7%
-61.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -3.4% | +4.7% | -8.1% | -5.4% |
| 30D | -11.1% | +14.8% | -25.9% | -16.5% |
| 3M | -7.2% | +8.8% | -16.1% | -11.0% |
| 6M | -4.1% | +19.3% | -23.4% | -12.6% |
| YTD | +1.4% | +35.3% | -33.9% | -14.3% |
| 1Y | +1.9% | +33.8% | -31.9% | -13.4% |
| 3Y | +77.7% | +74.4% | +3.3% | +22.8% |
| All | +57.3% | +118.7% | -61.4% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling