+1,848.1%
MS vs VTR
+1,482.3%
+365.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.6% | +4.7% | -6.2% | -3.3% |
| 30D | -3.8% | +10.9% | -14.7% | -7.8% |
| 3M | -14.6% | -3.2% | -11.4% | -13.8% |
| 6M | -5.1% | +3.7% | -8.7% | -7.6% |
| YTD | +4.5% | +16.8% | -12.3% | -3.3% |
| 1Y | +13.5% | +21.3% | -7.8% | +3.3% |
| 3Y | +160.4% | +119.0% | +41.4% | +84.0% |
| 5Y | +112.9% | +94.0% | +18.9% | +55.0% |
| 10Y | +633.4% | +112.3% | +521.1% | +350.1% |
| All | +1,848.1% | +1,482.3% | +365.8% | +656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling