+878.4%
MSFT vs VTRS
-48.4%
+926.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.4% |
| 30D | +0.8% | +3.3% | -2.5% | +0.2% |
| 3M | +27.2% | +2.0% | +25.2% | +26.5% |
| 6M | +22.9% | +19.9% | +3.0% | +18.3% |
| YTD | +3.1% | +35.7% | -32.6% | -3.3% |
| 1Y | -0.3% | +68.1% | -68.4% | -10.4% |
| 3Y | +50.1% | +87.1% | -37.0% | +28.9% |
| 5Y | +74.6% | +47.6% | +27.0% | +53.5% |
| All | +878.4% | -48.4% | +926.7% | +881.6% |
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 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