+72.2%
MSFU vs VTRS
+110.9%
-38.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -3.2% | -0.1% | -3.0% | -3.2% |
| 30D | -3.1% | +1.9% | -5.0% | -3.6% |
| 3M | +35.3% | +5.1% | +30.2% | +33.2% |
| 6M | +31.6% | +20.1% | +11.5% | +25.1% |
| YTD | -9.5% | +36.6% | -46.1% | -16.7% |
| 1Y | -18.4% | +64.1% | -82.5% | -28.3% |
| 3Y | +26.9% | +86.4% | -59.4% | +2.2% |
| All | +72.2% | +110.9% | -38.7% | +33.7% |
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