+6,288.2%
MS vs VTRS
+201.2%
+6,087.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.4% | +3.3% | -1.9% | +0.2% |
| 30D | -0.3% | -3.6% | +3.4% | +0.9% |
| 3M | +0.3% | +7.0% | -6.7% | -2.6% |
| 6M | +31.3% | +17.5% | +13.9% | +22.7% |
| YTD | +24.7% | +38.8% | -14.1% | +9.0% |
| 1Y | +47.9% | +69.2% | -21.3% | +19.5% |
| 3Y | +178.3% | +77.5% | +100.9% | +114.0% |
| 5Y | +144.9% | +39.9% | +105.0% | +99.6% |
| 10Y | +804.5% | -47.1% | +851.7% | +846.4% |
| All | +6,288.2% | +201.2% | +6,087.0% | +3,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling