+143.2%
MS vs VNQ
+5.0%
+138.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.4% |
| 7D | +1.7% | -0.9% | +2.5% | +2.3% |
| 30D | 0.0% | -2.2% | +2.2% | +1.6% |
| 3M | +3.0% | -1.9% | +4.9% | +4.0% |
| 6M | +35.7% | +3.2% | +32.4% | +31.4% |
| YTD | +23.3% | +9.4% | +13.9% | +14.1% |
| 1Y | +44.7% | +7.5% | +37.2% | +35.6% |
| 3Y | +178.0% | +31.1% | +146.9% | +122.1% |
| 5Y | +143.2% | +6.6% | +136.6% | +126.3% |
| All | +143.2% | +5.0% | +138.2% | +126.3% |
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