+1,250.4%
VUG vs MSI
+962.5%
+287.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.1% | -3.7% | +3.6% | +1.2% |
| 30D | -0.3% | +6.8% | -7.1% | -2.9% |
| 3M | -0.7% | +14.3% | -15.0% | -5.7% |
| 6M | +14.6% | -1.6% | +16.2% | +14.2% |
| YTD | +9.0% | +22.8% | -13.8% | 0.0% |
| 1Y | +14.9% | -1.1% | +16.0% | +13.6% |
| 3Y | +86.0% | +70.5% | +15.6% | +50.1% |
| 5Y | +76.7% | +102.8% | -26.1% | +33.7% |
| 10Y | +411.3% | +597.4% | -186.1% | +154.2% |
| All | +1,250.4% | +962.5% | +287.9% | +376.5% |
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 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