+182.7%
MS vs VTRS
+84.4%
+98.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.7% | -3.5% | +5.1% | +2.5% |
| 30D | 0.0% | +2.1% | -2.1% | -0.5% |
| 3M | +3.0% | +2.6% | +0.4% | +2.1% |
| 6M | +35.7% | +17.8% | +17.9% | +29.5% |
| YTD | +23.3% | +35.7% | -12.4% | +13.3% |
| 1Y | +44.7% | +63.5% | -18.8% | +26.1% |
| All | +182.7% | +84.4% | +98.3% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling