+327.8%
VWO vs MSI
+906.6%
-578.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.1% |
| 7D | +0.9% | -5.8% | +6.7% | +3.4% |
| 30D | +1.3% | -1.0% | +2.2% | +1.6% |
| 3M | +5.1% | +14.2% | -9.1% | -1.3% |
| 6M | +12.5% | +1.0% | +11.5% | +10.7% |
| YTD | +14.0% | +21.5% | -7.4% | +3.2% |
| 1Y | +19.7% | -2.1% | +21.9% | +18.6% |
| 3Y | +66.8% | +69.3% | -2.5% | +26.8% |
| 5Y | +36.2% | +99.3% | -63.1% | -6.2% |
| 10Y | +111.0% | +595.0% | -484.0% | -23.9% |
| All | +327.8% | +906.6% | -578.8% | -3.1% |
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