+1,181.0%
VUG vs MSI
+1,100.3%
+80.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | +7.4% | -8.6% | -3.7% |
| 30D | -8.9% | +18.7% | -27.6% | -14.4% |
| 3M | -5.9% | +14.5% | -20.4% | -10.6% |
| 6M | -3.3% | +38.1% | -41.4% | -14.3% |
| YTD | +3.4% | +38.7% | -35.3% | -9.3% |
| 1Y | +1.9% | +35.4% | -33.5% | -9.9% |
| 3Y | +76.9% | +75.1% | +1.8% | +41.3% |
| 5Y | +63.9% | +126.4% | -62.5% | +19.1% |
| 10Y | +396.2% | +671.4% | -275.2% | +137.6% |
| All | +1,181.0% | +1,100.3% | +80.7% | +332.1% |
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