+145.1%
MS vs VTR
+86.5%
+58.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | +1.4% | -1.7% | +3.1% | +1.9% |
| 30D | -0.3% | -2.4% | +2.2% | +0.4% |
| 3M | +0.3% | +14.8% | -14.5% | -4.7% |
| 6M | +31.3% | +5.3% | +26.0% | +28.1% |
| YTD | +24.7% | +18.1% | +6.6% | +16.6% |
| 1Y | +47.9% | +36.7% | +11.2% | +30.8% |
| 3Y | +178.3% | +130.1% | +48.3% | +97.4% |
| All | +145.1% | +86.5% | +58.5% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling