-8.0%
MSFW price history and return analytics
+22.2%
-30.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +1.0% |
| 7D | -4.2% | -2.0% | -2.2% | -2.6% |
| 30D | -2.8% | -1.4% | -1.4% | -1.7% |
| 3M | +28.0% | +4.7% | +23.2% | +23.1% |
| 6M | +23.7% | +11.4% | +12.4% | +12.5% |
| YTD | -0.3% | +13.1% | -13.3% | -10.2% |
| 1Y | -5.4% | +19.0% | -24.4% | -17.8% |
| All | -8.0% | +22.2% | -30.3% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling