+112.4%
MS vs VTR
+95.0%
+17.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.6% | +4.7% | -6.2% | -2.8% |
| 30D | -3.8% | +10.9% | -14.7% | -6.8% |
| 3M | -14.6% | -3.2% | -11.4% | -14.0% |
| 6M | -5.1% | +3.7% | -8.7% | -7.0% |
| YTD | +4.5% | +16.8% | -12.3% | -2.2% |
| 1Y | +13.5% | +21.3% | -7.8% | +4.6% |
| 3Y | +160.4% | +119.0% | +41.4% | +86.2% |
| All | +112.4% | +95.0% | +17.4% | +56.3% |
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