+76.5%
VUG vs MSI
+103.4%
-26.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.1% | -3.7% | +3.6% | +1.5% |
| 30D | -0.3% | +6.8% | -7.1% | -3.6% |
| 3M | -0.7% | +14.3% | -15.0% | -7.2% |
| 6M | +14.6% | -1.6% | +16.2% | +14.6% |
| YTD | +9.0% | +22.8% | -13.8% | -3.6% |
| 1Y | +14.9% | -1.1% | +16.0% | +14.1% |
| 3Y | +86.0% | +70.5% | +15.6% | +28.3% |
| All | +76.5% | +103.4% | -26.9% | +4.0% |
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