+71.2%
MSFU vs VTRS
+108.0%
-36.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -6.9% | -3.3% | -3.6% | -6.3% |
| 30D | -5.1% | +1.4% | -6.5% | -5.5% |
| 3M | +44.6% | +4.6% | +40.0% | +42.5% |
| 6M | +32.8% | +18.1% | +14.7% | +26.7% |
| YTD | -10.1% | +34.7% | -44.7% | -16.9% |
| 1Y | -19.4% | +65.6% | -85.0% | -29.4% |
| 3Y | +26.2% | +83.8% | -57.6% | +1.9% |
| All | +71.2% | +108.0% | -36.8% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling