+5,528.0%
MS vs VTRS
+271.5%
+5,256.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +5.1% | +4.6% | +0.5% | +3.4% |
| 30D | +5.7% | +19.4% | -13.7% | -1.0% |
| 3M | -12.2% | +30.8% | -42.9% | -20.5% |
| 6M | -0.5% | +21.6% | -22.1% | -8.0% |
| YTD | +9.8% | +71.2% | -61.3% | -11.2% |
| 1Y | +17.7% | +97.6% | -79.9% | -9.8% |
| 3Y | +176.8% | +163.9% | +13.0% | +83.8% |
| 5Y | +123.7% | +82.1% | +41.6% | +65.7% |
| 10Y | +556.3% | -31.3% | +587.6% | +525.9% |
| All | +5,528.0% | +271.5% | +5,256.5% | +2,731.6% |
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