+154.4%
MS vs VLTO
+54.1%
+100.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -3.4% | +12.0% | -15.4% | -7.1% |
| 30D | -3.9% | +20.8% | -24.7% | -10.2% |
| 3M | -15.9% | +20.1% | -36.0% | -21.3% |
| 6M | -2.5% | +32.6% | -35.1% | -13.1% |
| YTD | +5.1% | +17.3% | -12.2% | -0.6% |
| 1Y | +13.0% | +17.3% | -4.3% | +6.5% |
| 3Y | +160.7% | +66.9% | +93.8% | +114.7% |
| All | +154.4% | +54.1% | +100.3% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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