+160.4%
MS vs VLTO
+69.5%
+90.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.6% | +5.4% | -6.9% | -3.2% |
| 30D | -3.8% | +22.3% | -26.1% | -10.3% |
| 3M | -14.6% | +19.6% | -34.2% | -19.8% |
| 6M | -5.1% | +35.2% | -40.2% | -15.9% |
| YTD | +4.5% | +17.9% | -13.3% | -1.0% |
| 1Y | +13.5% | +19.5% | -6.0% | +6.4% |
| 3Y | +160.4% | +73.9% | +86.5% | +122.8% |
| All | +160.4% | +69.5% | +90.9% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling