+641.3%
MS vs VNQ
+399.0%
+242.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | +3.7% | +0.2% | +3.5% | +3.5% |
| 30D | +2.0% | +5.8% | -3.8% | -3.3% |
| 3M | -12.6% | 0.0% | -12.5% | -12.6% |
| 6M | -0.3% | +1.5% | -1.8% | -2.4% |
| YTD | +9.0% | +12.1% | -3.1% | -3.0% |
| 1Y | +13.9% | +10.6% | +3.3% | +2.6% |
| 3Y | +173.6% | +43.5% | +130.1% | +91.0% |
| 5Y | +122.0% | +6.8% | +115.1% | +101.4% |
| 10Y | +551.2% | +82.9% | +468.4% | +242.9% |
| All | +641.3% | +399.0% | +242.3% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling