+1,740.6%
VRT vs MS
+366.4%
+1,374.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | -21.4% | -1.6% | -19.8% | -20.6% |
| 30D | -25.8% | -3.8% | -22.0% | -23.7% |
| 3M | -33.5% | -14.6% | -18.9% | -26.3% |
| 6M | -49.0% | -5.1% | -44.0% | -46.9% |
| YTD | +12.9% | +4.5% | +8.4% | +10.2% |
| 1Y | 0.0% | +13.5% | -13.5% | -7.2% |
| 3Y | +361.8% | +160.4% | +201.4% | +169.3% |
| 5Y | +565.1% | +112.9% | +452.3% | +332.7% |
| All | +1,740.6% | +366.4% | +1,374.2% | +655.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling