+553.7%
MS vs VTR
+126.9%
+426.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.8% | +3.8% | -3.0% | -0.4% |
| 30D | -0.7% | +10.1% | -10.8% | -4.1% |
| 3M | -12.4% | -1.2% | -11.2% | -12.3% |
| 6M | -1.7% | +4.8% | -6.5% | -4.3% |
| YTD | +8.0% | +18.9% | -10.9% | +0.2% |
| 1Y | +16.2% | +21.8% | -5.6% | +6.8% |
| 3Y | +171.3% | +132.0% | +39.3% | +94.1% |
| 5Y | +124.8% | +94.7% | +30.1% | +68.7% |
| 10Y | +553.7% | +136.8% | +416.8% | +283.4% |
| All | +553.7% | +126.9% | +426.7% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling