+748.0%
MS vs VNQ
+392.5%
+355.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.9% |
| 7D | +1.4% | -1.3% | +2.6% | +2.6% |
| 30D | -0.3% | -2.9% | +2.7% | +2.5% |
| 3M | +0.3% | +0.8% | -0.5% | -1.1% |
| 6M | +31.3% | +2.5% | +28.9% | +27.3% |
| YTD | +24.7% | +10.6% | +14.0% | +12.3% |
| 1Y | +47.9% | +9.1% | +38.8% | +34.8% |
| 3Y | +178.3% | +31.0% | +147.3% | +111.5% |
| 5Y | +144.9% | +4.9% | +140.0% | +125.6% |
| 10Y | +804.5% | +59.5% | +745.1% | +439.9% |
| All | +748.0% | +392.5% | +355.5% | +79.6% |
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