+122.9%
MS vs VNQ
+6.7%
+116.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.1% | +0.8% | +4.3% | +4.5% |
| 30D | +5.7% | +6.8% | -1.1% | +0.7% |
| 3M | -12.2% | -1.3% | -10.9% | -11.3% |
| 6M | -0.5% | +2.4% | -2.9% | -2.8% |
| YTD | +9.8% | +12.1% | -2.3% | -0.2% |
| 1Y | +17.7% | +12.0% | +5.7% | +7.0% |
| 3Y | +176.8% | +44.8% | +132.0% | +104.8% |
| All | +122.9% | +6.7% | +116.2% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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