+131,319.0%
MSFT vs VTRS
+552.8%
+130,766.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.0% | -3.5% | +2.4% | -0.4% |
| 30D | -2.7% | +2.1% | -4.8% | -3.1% |
| 3M | +22.1% | +2.6% | +19.5% | +21.2% |
| 6M | +20.6% | +17.8% | +2.8% | +16.4% |
| YTD | +2.3% | +35.7% | -33.3% | -4.1% |
| 1Y | -0.5% | +63.5% | -64.0% | -10.2% |
| 3Y | +50.5% | +85.1% | -34.6% | +30.0% |
| 5Y | +72.3% | +42.5% | +29.8% | +53.4% |
| 10Y | +885.0% | -48.2% | +933.2% | +899.1% |
| All | +131,319.0% | +552.8% | +130,766.2% | +57,451.4% |
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 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