+160.9%
MS vs VLTO
+56.1%
+104.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | +0.7% | +2.0% | -1.3% | +0.1% |
| 30D | -0.9% | +21.8% | -22.7% | -7.6% |
| 3M | -13.0% | +20.2% | -33.2% | -18.6% |
| 6M | -2.0% | +36.3% | -38.3% | -13.5% |
| YTD | +7.8% | +18.8% | -11.1% | +1.5% |
| 1Y | +17.9% | +20.4% | -2.5% | +9.9% |
| 3Y | +174.8% | +71.9% | +102.9% | +123.8% |
| All | +160.9% | +56.1% | +104.8% | +119.4% |
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