+537.0%
MS vs VTR
+132.2%
+404.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +3.7% | +0.7% | +3.0% | +3.5% |
| 30D | +2.0% | +6.9% | -4.9% | -0.5% |
| 3M | -12.6% | +1.3% | -13.9% | -13.2% |
| 6M | -0.3% | +2.5% | -2.7% | -2.1% |
| YTD | +9.0% | +18.0% | -9.0% | +1.4% |
| 1Y | +13.9% | +19.5% | -5.6% | +5.3% |
| 3Y | +173.6% | +130.2% | +43.4% | +96.3% |
| 5Y | +122.0% | +93.8% | +28.1% | +66.9% |
| All | +537.0% | +132.2% | +404.8% | +275.9% |
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