+161.6%
MS vs VLTO
+56.3%
+105.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.3% |
| 30D | -0.7% | +22.0% | -22.6% | -7.4% |
| 3M | -12.4% | +21.9% | -34.3% | -18.4% |
| 6M | -1.7% | +36.5% | -38.2% | -13.3% |
| YTD | +8.0% | +19.0% | -10.9% | +1.7% |
| 1Y | +16.2% | +21.0% | -4.8% | +8.2% |
| 3Y | +171.3% | +69.9% | +101.4% | +122.0% |
| All | +161.6% | +56.3% | +105.2% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling