-14.9%
MSFL price history and return analytics
+23.4%
-38.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.2% | +3.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +6.1% | +0.8% | +5.3% | +5.0% |
| 3M | +33.7% | +2.8% | +31.0% | +28.6% |
| 6M | +43.5% | +13.0% | +30.6% | +20.3% |
| YTD | -3.3% | +15.4% | -18.6% | -21.0% |
| All | -14.9% | +23.4% | -38.3% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling