+48.6%
MS vs VTR
+36.7%
+12.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | +2.5% | -2.4% | +4.9% | +2.2% |
| 30D | 0.0% | -3.7% | +3.7% | -0.5% |
| 3M | +2.4% | +13.5% | -11.1% | +3.7% |
| 6M | +36.4% | +7.2% | +29.2% | +38.0% |
| YTD | +23.8% | +17.6% | +6.2% | +25.5% |
| 1Y | +48.6% | +35.4% | +13.2% | +46.5% |
| All | +48.6% | +36.7% | +12.0% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling