+13.8%
VRT vs MS
+22.2%
-8.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.2% | -17.1% | -16.3% |
| 7D | -15.4% | +2.6% | -18.0% | -17.5% |
| 30D | -19.0% | +2.6% | -21.6% | -20.8% |
| 3M | -23.8% | -10.1% | -13.7% | -17.1% |
| 6M | -37.9% | +4.4% | -42.2% | -38.5% |
| YTD | +27.0% | +11.7% | +15.2% | +15.3% |
| 1Y | +13.8% | +20.9% | -7.2% | -5.6% |
| All | +13.8% | +22.2% | -8.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling