+781.0%
MS vs VTRS
-48.4%
+829.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | -1.5% | +3.3% | -4.8% | -2.6% |
| 3M | +1.4% | +2.0% | -0.6% | +0.3% |
| 6M | +34.7% | +19.9% | +14.8% | +26.0% |
| YTD | +22.7% | +35.7% | -13.0% | +9.8% |
| 1Y | +40.1% | +68.1% | -28.0% | +16.3% |
| 3Y | +181.4% | +87.1% | +94.3% | +117.9% |
| 5Y | +142.6% | +47.6% | +95.0% | +97.8% |
| All | +781.0% | -48.4% | +829.3% | +764.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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